Ah you got my 99ยข. Nice idea but needs some built in alarms! If you don't have anything in your iTunes library there's no sound, it doesn't even beep.
Volume's turned up & it's definitely not on silent mode but the default alarm isn't going off, it's just vibrating. iPhone 4 with the newest version of iOS (I think).
Edit: it goes off if the app is closed, if it's open it doesn't.