In Harry Potter and the Half Blood Prince, Ollivander was kidnapped by Death Eaters from his shop directly. Why did Aurors do nothing to save Ollivander?
Who said they didn't try?
There does not seem to be any evidence that Aurors (or anyone) were not trying to rescue Ollivander. It is entirely possible that they were and we just never hear about it.
They may not have known he was kidnapped
Mrs. Weasley seemed convinced that Ollivander's disappearance was orchestrated by Voldemort:
"Fortescue and Ollivander went on holiday, did they?" said Mrs. Weasley, firing up at once. "If you think security's a laughing matter you can stay behind and I'll get your things myself –"
But it was not, in fact, ever confirmed that Ollivander had been kidnapped by Voldemort. All that was known was that he was missing. He could have drowned in New Zealand for all the Aurors knew:
"Talking of Diagon Alley, said Mr. Weasley, "looks like Ollivander's gone too."
"The wandmaker?" said Ginny, looking startled.
"That's the one. Shop's empty. No sign of a struggle. No one knows whether he left voluntarily or was kidnapped."
They probably didn't know where he was
Even if they did know he was kidnapped, it is, of course, also possible that they did not try to rescue him. If this is the case there would be a simple explanation: You can't rescue someone without knowing where he is. There does not seem to be any evidence that Aurors, or anyone for that matter, knew where Ollivander was.
It is unlikely anyone would be able to find him
Finally, it is simply unlikely that anyone trying to rescue him would actually be able to find him. If Ollivander was being held with Voldemort then finding Ollivander would mean finding Voldemort. At the end of Half-Blood Prince Harry points out that (regarding a similar situation) that will probably never happen:
Hermione winced at the forced toughness in his voice. "No," she said reprovingly, folding up the newspaper. "They're still looking for Snape but no sign..."
"Of course there isn't, said Harry, who became angry every time this subject cropped up. "They won't find Snape till they find Voldemort, and seeing as they've never managed to do that in all this time..."
There are other priorities
And if they somehow did find Voldemort's location, rescuing Ollivander would probably quickly slide down the list of priorities. If you can invade Voldemort's base there are many more important things to do than rescuing an old wandmaker (capturing/subduing/killing Voldemort for starters).