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Is it one or all campaigns that are not showing up?
One campaign might be because it's not 'active'
All campaigns might be because your SFDC user doesn't have the right permissions. Is it a 'Marketing user' ?
I've experienced this before and most of the time, the sfdc campaign is not marked active. Exactly as Stijn says above.
The same for me - it's almost always because the 'active' box needs ticking.