Listed in order of probability:
1. Temperature mix actuator bad
2. Control head bad
3. Temperature mix door broken
If you look up the middle of your dash you should be able to see the actuator move while you adjust the temperature control. If it doesn't move, you can try to determine why..
When removed from the door, will the actuator move? If yes, door is stuck or broken. If no, actuator or control head bad. The temperature mix actuator is the one just above and to the right of the transmission hump (you can see the white rectangular label on the one in my pic, yours may have a different color label) and yes it's a tight fit getting in there with the dash in the way.
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Removing your ashtray assembly *might* gain you some access, just be careful with the retainers as they're easy to break. It's been a while since I tried to mess with that particular actuator, esp on the 95-up interior; that actuator doesn't go bad often.
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Richard