I noticed that, as of upgrading my iP4 to 5.1, that notifications for most apps do not appear. Same apps work perfectly fine on my iPad2. I tried restarting, turning notifcations off/on, reinstalling the apps and nothing.
Well the switch shyould turn off the sound, but the notifications should still appear. This is the way it was in the past and is the way that it should be. But, to answer your question, no the switch was not on orange. Everything is set for them to work, but I just never get notified. It's only when I manually go into an app that all of a sudden the notifcations appear. (I don't see badge icons either).