Is it the Real Arcade Universal one, then? I have one, and it worked fine on all three systems. Could be a loose wire... you don't have any other of the end pieces plugged in, right? Also, keep in mind it does NOT work on the Wii.
I modded mine with a Multiconsole-Cthulhu PCB. It functions on all three of those systems, plus a variety more, so that may be your best bet for wii/gamecube arcade stick gaming if you're a bit handy with a soldering kit. I think there are some Japanese arcade stick releases as well, and I know a dedicated Gamecube Pelican stick exists.
Yeah it's the Real Arcade Universal one. I will open it up when I get a chance to see if there may be a loose wire. Like I said, it works fine on the PS2 & XBOX just not on the Gamecube. Let me ask this....is this stick dedicated for fighting games only or is it compatible with most Games?