Or just Sunday Masses?
Masses on Sundays (and, I imagine, Holy Days of Obligation that fall on a weekday such as Christmas) have to have homilies. Ordinary weekday masses don’t.
According to Canon Law #767:
§2 At all Masses on Sundays and holy-days of obligation, celebrated with a congregation, there is to be a homily and, except for a grave reason, this may not be omitted.
§3 It is strongly recommended that, if a sufficient number of people are present, there be a homily at weekday Masses also, especially during Advent and Lent, or on a feast day or an occasion of grief.
Canon Law does not define the nature of a “grave reason” why it may be omitted, nor the extent of “sufficient number of people” to warrant a strong recommendation at a weekday Mass. This is left to the discretion of the Pastor (presumably acting in unison with his Bishop or Religious Superior) in paragraph 4:
§4 It is the responsibility of the parish priest or the rector of a church to ensure that these provisions are carefully observed.
Thanks for the replies; I like to go to weekday masses and I have always heard a short homily at them, until I went to one yesterday at a neighboring (somewhat more traditional) parish. There was only about 15 of us there and no homily.