First check that all your settings are correct, that calendar syncing is checked on all devices (system preferences > iCloud on a mac and settings > iCloud on a iPhone, iPad or iPod).
Make sure the calendars you are using are in your 'iCloud' account and not an 'On My Mac', 'On My Phone' or other non iCloud account (you can do this by clicking/tapping the calendar button in the top left corner of the application ), non iCloud calendars will not sync.
If you are sure that everything is set up correctly and your calendars are in the iCloud account, you might try unchecking calendar syncing in the iCloud settings, restarting your device and then re-enabling calendar syncing settings.
I've done all the iCloud Troubleshooting. All calendars are on iCloud, not on my mac. They sync from my macs to my phone, but not from my phone to my macs. This calendar used to sync, but has for whatever reason stopped.
I did as you suggested, turning off calendar sync, restarting the device and then reenabling waiting a few moments between each step. This did not fix it either.
I've reset my network settings as well. I can receive changes/additions but I cannot make my own on this device.
I've also deleted my icloud account from the phone and added it again.
My contacts, notes, reminders all synced back and forth from the phone to iCloud. Just the calendars did not sync to, but they synced from iCloud.
After an hour and twenty minutes of trouble shooting with Apple on the phone, I decided that when I turned off Calendar in iCloud settings and it gave me the option to Keep or Delete, I chose DELETE this time. I only had 2 things to put back in. Gave it a moment, then turned syncing on. Then it was fixed.
My concern is that if I was someone who had tons of items saved in this one calendar it would have been a pain to put them back in. But I was told you can export your calendars from your phone, so there's that.