The first time I was pregnant, I was a week late before the OTC test said so. This question has been asked on the boards before (months ago), and some women said that they didn't get a positive pregnancy test until they were a month, two months, or more into the pregnancy.
[Just in case you don't know this...] OTC pregnancy tests measure the amount of hCG (the pregnancy hormone) in your urine. If you're pregnant, the amount in your body should double roughly every 48 hours, but there are things you can do that may cause a negative, even if you are pregnant. This is why they suggest to take the test first thing in the morning -- you've likely been asleep all night, and haven't drunk anything nor used the bathroom in the middle of the night -- so the urine would have the most concentrated amount of the hormone in it. If you take it during the day, especially if you drink and pee a lot, your urine may be so diluted that the test can't detect enough hCG to register a positive.
See if you can find a free or reduced clinic somewhere that can maybe do a blood test or go over other possibilities with you.