First of all, get rid of this idea that working is somehow a favor to your boss. He may have asked you to cover some shifts on short notice because someone else was out sick or something, but stop pretending this was a personal favor of some kind. You worked and you got paid for the hours you worked - that's not a favor to anyone. If you hadn't worked you wouldn't get paid and the company would pay someone else to work those shifts. You work for money, not as a favor to the boss.
Saying yes to cover shifts on short notice *might* help you get a raise or promotion, or maybe just be the first person he calls when he needs someone - which means you get more hours and more money. But don't lose sight of the fact that you work those shifts for the paycheck, not out of the kindness of your heart.
Your boss certainly doesn't see it as a favor and that's why he doesn't feel like he owes you anything. The only thing he owes you is to sign off on your time card so you can get paid your wages for the work you did.
Also even if this was a favor (it wasn't) you don't do favors to get something in return. Adults don't keep score to see who's done more favors for the other person and who owes who. The sooner you learn this the better off you'll be. You can certainly reciprocate when people do favors for you, but never do a favor for someone else expecting something in return.
Also you didn't mention what favor you're asking from him and how long you waited for a response. If the favor isn't related to work then don't expect a response. If the favor is related to work then give him a day or two then follow up with a phone call or speak to him in person at your next shift.