They have never played in a European Championships final, and they won their one World Cup in England (and by my unofficial tally, the host team has won the cup 5 out of 11 times when the host team was a world footballing power, which is a very high percentage). They haven't made another final game since.
Why is this the case? I would never venture a guess, but I do know that there is entire genre of sports writing devoted to why England hasn't/can't win a major tournament. It is a fascinating, depressing, and narcissistic all at the same time.