Hi,
I expect that you make the following scenario; i think that you are getting on to the item then click workflows and run the approval workflow , if you make such scenario , the event wont be catched because it doesnt change the real approval status of the item ...
the right scenario , you must allow from the list settings the content approval option and that by going to versioning settings and then check allow content approval , then you can associate the approval workflow or not( you can use content approval without associating the approval workflow ) and after that on content approval the event of item updated will be fired..
Other reason might be, that your eventhandler is firing and you are checking the wrong status. Please debug the eventhandler to verify the same.
Please let me know, if still your events are not firing.
I hope it helps.
Cheers....
Rajendra Shekhawat