Cloth Pin Has No Effect? As per tutorials:
1. Created and subdivided a plane
2. Made a vertex group of vertices along one edge.
3. Clicked cloth button in Physics tab, checked "Pinning" and assigned the vertex group.

Yet it just falls, without hanging on to the pin vertices. What did I miss?
The problem is you didn't actually assign the vertices to the vertex group. Once you create the vertex group, you click the Assign button to assign the selected vertices to the vertex group.

As shown below: