It is difficult to make vaccines against dengue because there are four different types of viruses that cause the disease (DEN1, DEN2, DEN3 and DEN4) and it is supposed that the protection against one of them aggravates the clinical manifestation when the person is later infected by the another dengue virus.
In the case of HIV, the production of a vaccine is difficult because the virus is highly mutant and evades the antibody action.