If you have a ChildTestCase class that inherits from a ParentTestCase class, and both of these have a SetUp method, marked with the [SetUp] attribute, would you expect both to be called? If so, you would be sadly disappointed. Only the SetUp method of the ChildTestCase will be called, and the SetUp in the ParentTestCase will be ignored.

According to the NUnit documentation on the Set Up attribute, this is intended behaviour:

If you wish to add more SetUp functionality in a derived class you need to mark the method with the appropriate attribute and then call the base class method.

An alternative approach to get all your SetUps called is to have a base TestCase class define a protected virtual SetUp() (with the SetUp attribute), which all child classes override (and call base on their first line).