1. Do you mean that only the some of the records in a worksheet are merged?
If so, and you are doing a label merge, you are probably just previewing the
merge. You need to "complete" the merge, either by merging to a new document
or to a printer.
2. Or do you mean that your workbook contains several worksheets and the
merge is only taking data from one worksheet? If so, that is "by design",
i.e. out of the box, Word mailmerge can only use a single worksheet or named
range as a data source. If you want to use all the data in the workbook, it
is simplest to combine the data from all the worksheets into a new worksheet
and use that as the data source. (Something else can be done using Word VBA,
or at least it used to be possible, but it is much simpler to combine the
worksheet data in Excel)?
Or maybe you mean something else?