There's the polywell, my personal favorite, which uses a powerful electric field to confine the fuel: https://en.wikipedia.org/wiki/Polywell
(You can make a kind of shitty version of this in your garage with two microwaves, some thick wire and a healthy dose of personal risk: https://en.wikipedia.org/wiki/Fusor )
There's the Dense Plasma Focus, one version of which is being developed by Lawrenceville Plasma Physics. They're cool dudes, I once donated $10 to help them get a new Beryllium cathode about three years ago, they still send me periodic and detailed updates on their progress. You can read about their approach here, complete with radical 90's theme and pretty good video: http://lppfusion.com/fusion-power/dpf-device/
Sandia National Laboratories is using a massive Marx generator [1] to power the Z-Machine, a Z-pinch that uses powerful magnetic fields generated by high current to squeeze matter in the middle of a conductor: http://www.sandia.gov/z-machine/research/fusion.html
This approach is known as ICF, and is also being pursued by the National Ignition Facility, who use lasers instead: https://lasers.llnl.gov/science/icf/how-icf-works
So there's a few different ideas out there. However, if you really want to know why no significant progress has been made[2] you need only look at this graph:
Note that it has a citation at the bottom, you should follow it and read the article to see that this isn't a bullshit internet chart. In the US at least, fusion has been consistently funded at a rate that the US government /knows/ is too low to see significant progress. You're welcome to make your own guesses on why this is the case.
[1] My second favorite thing in HV equipment after the explosively pumped flux compression generator: https://en.wikipedia.org/wiki/Marx_generator https://en.wikipedia.org/wiki/Explosively_pumped_flux_compre...
[2] I'm not sure this is really the case. I think that the fusion research community has made admirable progress under trying circumstances.