In that case I would check your browser, clean the cookies, temps etc, close and restart as well. If you have any other browser, please try that as well, just to see if this is a browser-specific issue. Please note that this would happen with any Theme because widgets are part of the WordPress itself and something is preventing them to work properly.
If that doesn’t work, deactivate all plugins and check the widgets again and your last step is to switch back to Twenty Eleven Theme and go back to Responsive!
Thanks,
Emil