--of neuropathy predominantly or exclusively of the small, thinly myelinated or unmyelinated fibers that subsume the sensations of pain and temperature, and also many autonomic functions, EMG/NCV studies will be normal--the nerves affected in these cases are simply too small to be measured by that technology (at least currently).
Other tests can be used to diagnose small-fiber neuropathy--qualitative sensory testing, sudomotor axon reflex testing, or the current gold standard, skin biopsy to determine intraepidermal nerve fiber density and condition. None of these is likely to reveal a cause, though--just that the nerve fibers are compromised.
There are a number of papers in the Useful Websites section that talk about this--perhaps the best one is the one by Marc Treihaft:
http://www.thecni.org/reviews/13-2-p07-treihaft.htm