I had this problem because I mostly use xfce4 and had set nautilus to not control the desktop (
nautilus --no-desktop). Switching over to Unity, I had no wallpaper.
Try opening a terminal and type
nautilus --force-desktop &
(thats 2 dashes before force and one after)
If you get your wallpaper back it means nautilus isn't controlling the desktop at the moment.
I used to be able to use Ubuntu Tweak to set that switch but it isn't showing up in mine (version 0.8.6).
You could also try downloading
gnome-tweak-tool and set the switch in it. This is my first time answering and the formatting is too hard to figure out at 2:24 am so I hope you can make sense of this :)