They bend toward the ground first, then the backs slowly begin to turn yellowish, and finally, brown. At least that's how I remember it. It's been a number of years since I planted sunflowers. I always had to fight a major battle with the crows, to keep them from pulling up the newly sprouted seeds.
Watch them closely, if you want to harvest any seed, because the birds will be after them soon. Cut the heads while they're still yellowish on the backs. Hang them in a protected place, so they can fully ripen and dry. I hung them in my garage, to keep the birds from stealing all the seed.
If the flowers didn't form seeds, it was probably due to lack of adequate pollination.
"Isn't it enough to see that a garden is beautiful without having to believe that there are fairies at the bottom of it too?" - Douglas Adams