Direct sun improves fall color but it should have some color regardless. It may just not have had sufficient triggers to start the fall display. Ours has experienced its first frost as well and is only barely starting its show.

I'd guess (given only the info presented) that lack of sun, and possibly that combined with climate/weather factors, is the reason. Euonymus alatus (if that's what you have - you really haven't given us a proper ID yet), does need full sun for good coloration.

And, BTW, if you are working with Euonymus alatus, please be aware this is a significantly environmentally damaging (invasive) plant in many parts of the country.

Around here, burning bush can be variable. I don't care for it because of its invasive potential, but it is fairly common in gardens around here. It usually turns scarlet in mid to late October (even November, some years), but this year, drought killed a lot of them. The remaining ones really aren't that colorful.

We've been dealing with a large, overgrown burning bush that is a remnant of former owners' plantings. It was obviously allowed to get too big and I've thought about taking it out. My husband pruned it up nice this year though. As far as a problematic invasive goes - on a scale of 1 to 10, how important is it that I get rid of it? One being, "Meh, it's already established, just leave it be.) to ten being, "Go outside and chop it down without another day passing with that in your yard." Where does it fall?

zaphod, I would check Wisconsin information for invasiveness; local information is always best.

Here is one source.

Here is a link that might be useful: Invasive plants of Wisconsin

Burning bush is listed on lists of concern, but it is not like it is in New York or the New England yet per an article from this summer. So maybe not critical at this point for me to remove.