You should make sure that you have given Mafia Wars the permission it needs to post to other people's walls. In Facebook, go up to Settings and then choose Application Settings. Find Mafia Wars and click Edit Settings. Under the Profile tab, see what it says for the Privacy setting. If it says "Only Me", then that may not be able to be posted on someone else's page. Switch it so that at least Friends Only are chosen.
Your friends may also be blocking posts from the application, or they may not even be your friends anymore at all. You could also be suffering from noobitis