What have you tried?
My lashes are poker-straight unless I do the following routine:
1. Curl one eye with Shu Uemura lash curler.
2. Coat the curled lashes with Shiseido "The Makeup" Mascara Base Primer
3. Immediately coat the curled/primed lashes with mascara - any type is fine, but I use Shiseido's Comb-through Mascara most. Do NOT wait for the primer to dry or it's really hard to pull the mascara through the lashes.
The primer is what really helps me hold the curl. The Shu Uemura curler works better for my eye shape than anything else I've tried - including the Shiseido one.
Also, heated curlers never worked for me, but I haven't tried a heated curler + the primer. I am thoroughly convinced it's the primer that makes the curl last, not the curler or the mascara.