I've tried a number of recipes for Buttermilk Pie, but the custard never seems to set.

I have only made it once and used the recipe from amishrecipes.net its simple and the one time I did make it the custard set beautifully.

Without seeing the recipes you're using, I would guess that your custard is not reaching temperature. If you are cooking stovetop, you could use a thermometer to make sure it reaches at least 180 degrees F. If you're baking it in the oven, perhaps it needs a bit longer, too. You could also try adding (or slightly increasing) cornstarch or flour, though I suspect temperature is likely the issue. According to cooking genius Harold McGee, egg yolks that are undercooked can cause the breakdown of starch, which liquifies otherwise perfect fillings.

Have you tried the buttermilk pie recipe from Hominy Grill in Charleston, SC?
http://dining.discoversouthcarolina.com/recipes/recipe-details.aspx?recipe=162

I've made it many times and haven't run into that problem. The custard does seem to stratify though, but it doesn't affect the taste and still looks pretty.