Teeth are sensitive if the nerve inside is irritated. This happens for a variety of reasons, but they all come down to exposure of the part of the tooth beneath the enamel layer, exposure of the nerve itself or trauma to the tooth and nerve.
Decay obviously eats through the enamel and can cause teeth to become sensitive. Sometimes after being filled or crowned, teeth will become more sensitive than they were or even become sensitive when they weren't. This is because the new filling or crown places an increased pressure on the nerve inside the tooth.
A fracture in the tooth structure can expose the deeper parts of the tooth and/or root of the tooth and create sensitivity to cold and bite pressure.
Wear on the enamel can expose the underlying dentin layer creating sensitivity. Since the enamel does not extend to the root portion of teeth, gum and bone recession can also expose parts of the teeth with no enamel protection, making them sensitive.
It is important to get an accurate diagnosis of the cause for the sensitivity in order to ensure the proper treatment for the tooth in question. It is probably important to note here that it is not always easy to tell which tooth is causing the sensitivity or even if it is a tooth related cause. Referred pain is a real phenomenon and can mislead a person to think pain is coming from a different area than the actual source of the pain. With upper teeth, there is also the proximity of the maxillary sinuses which, if inflamed, can mimic tooth pain in the upper molars.