Pain 4 months after broken hip. Why?

Depends. If you had surgery, it depends on the type of surgery and fracture. The bone may not have healed, the ball (femoral head) may not have a good blood supply, arthritis may be developing, a metal implant may be loosening...May even be normal healing depending on the severity of the fracture. As you can see this is a complex question. Best to see your surgeon for a re-evaluation.