If the apples have been in storage, they're waxed. If they came directly from an orchard which hasn't waxed them, they still may have a natural wax, depending on the variety. The caramel also won't stick if the apple's wax coating hasn't been removed first.

Thoroughly clean the apples by dampening and sprinkling them generously with baking soda. Use the soda as a scouring powder, rubbing them hard and adding more soda as necessary. Rinse in hot water and dry well before proceeding to dip.

You also can try dipping them briefly in boiling water, which will melt the wax off. Again, dry thoroughly.