Several things can cause this.
If you feel pregnant, but the ultrasound says no- it could be caused by several things.
If it has not been long- a month and a half- since your last period... You might still be pregnant but have a baby who is too small to be seen yet. This will depend on how late you ovulated the previous month and how new and advanced your OB's equipment is.
You might not be pregnant and your desire to be pregnant or concern to not be can be tricking your brain into thinking you are- creating the symptoms. It's happened to me and most women I know at some point or another. It is nothing to be alarmed about.
You could have dysmenorrhea, which is kind of like debilitating PMS. If you often have extremely painful periods or if you get much acne and nausea around the time your period comes, this may be you.
And if you're one of a veerrrry small number of women... you may in fact be pregnant but have a bicornuate uterus, which is basically like a uterus with horns. The likelihood of having a bicornuate uterus and the doctor also missing this and baby on ultrasound are slim - very slim- but not impossible. If I recall there have been cases of women with two uteri also, but I am not sure about the reality of this. Either way, this is the exception not the rule, and the above explanations are much more likely.
Do you ladies know of other more common reasons that can cause this to occur?