If you haven't used any of the gas appliances in awhile, it may take several seconds to purge the air from the lines and let the propane work its way through the lines to the burners. The easiest way is to use a butane lighter like Robert Cross has shown above to light the appliance the furthest away from the tanks; although, this may not be needed if you have appliances that light electronically. This could take several seconds and numerous attempts. After that appliance lights, the others (closer to the tank) should start quicker, because the line is now full of propane.
On our Bambi, the water heater is at the end of the line; so we light it first, when taking the trailer out after several weeks of storage. It usually takes 2-3 attempts (electronic start) and a minute or two before it lights. If we try to light the stove first, it can take 10-20 seconds for the burner to light. If we light the hot water heater first, the stove lights in just a second or two.
As Andy says, airlock is impossible, since the system is pressurized with propane. You just need to purge the air out of the lines. However, you do need to make sure that the propane is turned on and flowing to the appliance.