I broke lighting somehow

When I create a directional light in a new project, and then add a sphere, the sphere is shaded appropriately (in the editor and at runtime).

I am using Unity 4 free. In a different project, same scenario, but when I create the sphere it’s got no shading (shaded in the editor but nothing at runtime). Can anyone
tell me what I’ve done wrong to cause this?

Thanks.

As requested, screenshot of a sphere that is shading:

Screenshot of a sphere that is not shading:

Both scenes have a single directional light. The non-working scene has a lot of other objects in it, if that affects anything somehow I’d love to know.

maybe a screenshot would help?

Do you change the Ambient Light somewhere in your scripts or set Materials to use Unlit/Self-Illuminated shaders?