In this video, This Old House plumbing and heating expert Richard Trethewey goes over some of the places to check when adequate heat is not being delivered from a forced hot water heating system. In this home, the water heats up in the boiler, goes up through the pipes, through the radiators, gives off heat to the room, and falls back down to the boiler to be heated again. That process is helped via an electric circulator pump which can be tested to ensure it is working properly.
With any forced hot water system, there must be the right amount of water pressure going into the boiler and to the pipes. To help that, a pressure-reducing valve lessens the amount of water pressure from the city to the boiler. The pressure-reducing valve can be tested and a pressure gauge on the boiler will also indicate system pressure.
An expansion tank reduces the stress on the system. The top portion is filled with water and the bottom air is under pressure. In between the two, is a neoprene diaphragm to act as a shock absorber to the pressure. If that diaphragm fails, it can cause problems with the system. If only one radiator is failing to give off heat, check the air valve to determine if there is any excess air in the system. Check the shut-off valve going into the radiator, which may have been turned off for service or an attempt at zoning.