Why don't metals bond when touched together? It is my understanding that metals are a crystal lattice of ions, held together by delocalized electrons, which move freely through the lattice (and conduct electricity, heat, etc.). 
If two pieces of the same metal are touched together, why don't they bond? 
It seems to me the delocalized electrons would move from one metal to the other, and extend the bond, holding the two pieces together. If the electrons don't move freely from one piece to the other, why would this not happen when a current is applied (through the two pieces)?
 A: There is much more to bonding than exchange of electrons. Especially because electrons that are part of electron cloud doesn't take part in crystal bonds. 
All metals are basically crystals --- they have proper lattice, to weld two parts you'd have them to build common lattice (at least in the are where they are welded). When you weld properly you create liquid phase between (by heat or current) that crystallizes. 
I might be mistaken, but this welding can be observed. For example if you have some old iron screws, that are screwed into element also made of iron (and not oiled properly), after time they can be very hard to unscrew, it was supposedly because of diffusion of atoms between both parts which was easy because of the same lattice structure. Once again: I heard this as an anecdote on some Physics lecture, but did not search any further proofs. 
A: To add to the other's ideas on this topic, I think the concept of "Surface Potential" also plays a large role in this. 
Roughness interferes with the surface potential of the material because it creates gaps where the two metals cannot bond. This lowers the surface potential of the material.
Materials such as oxides, oils or other residues that can be found on metals also lower the surface potential of the material. This surface potential can be reduced by Van Der Waal's interactions, ionic interactions and other polar non polar molecular level interactions. Every molecule that comes in contact with the metal, whether it's air found on the surface or between gaps due to roughness or residues, has the potential to reduce it's surface potential. 
Ex:
Consider bonding in a metal of it's easier for you (in a semiconductor) where you are used to drawing Si-Si bonds to every neighboring atom, however, ON THE SURFACE of the atom the electrons cannot bond because there are no more available electrons. This causes surfaces of metal or other materials like semiconductors to be extremely reactive: thus forming oxide layers, or reducing their surface potential via the aforementioned atom-atom, atom-molecule interactions. (It's easier to consider Silicon as it has electrons that are "considered" attached to it's nucleus rather than a pure transition metal that has "free electrons" that people don't consider attached to the nucleus.

A: Two reasons:


*

*Oxides

*The roughness of the surface


If the surface is rough, then the majority of the surface is touching the air gap between the two, not the opposite surface. A bond may form at the touching "peaks", but it will be weak compared to the rest of the metal because a very small fraction of the surface has actually bonded.
In addition, metal surfaces adsorb oxygen and form oxides/oxygen monolayers on the surface. This is actually a visible process with metals like sodium and potassium (the color changes in a short time period). But for all metals, there still is oxide formation to a sufficient extent, because the edge metals have not completely fulfilled their valencies. Even a monolayer of adsorbed oxygen is enough to stop the surfaces from welding.
If two clean, flat metal surfaces are brought together (usually in a vacuum), they do indeed cold weld. This is hard to achieve for macroscopic objects because of the perfect flatness requirement, but is still possible. In practice, it is more commonly used for welding small things.
A: I believe this is essentially what happens in gilding, owing to the special properties of gold (malleability and lack of corrosion).
Extremely flat surfaces can get stuck together due to Van der Waals forces as well as air pressure. I once accidentially stuck two quartz optical windows together, and had a hell of a time separating them.
A: I think that mere touching does not bring the surfaces close enough. The surface of a metal is not perfect usually. Maybe it has an oxide layer that resists any kind of reaction. If the metal is extremely pure and if you bring two pieces of it extremely close together, then they will join together. It's also called cold welding.
For more information:


*

*What prevents two pieces of metal from bonding?

*Cold Welding
A: I can't comment since I don't have the reputation for it, but I do have some relevant knowledge from my research in materials science.
To add to what DumpsterDoofus said, it is very easy for two pieces of glass or polymer to bond if you clean them extremely well and ionize the surface. Look up plasma polymerisation.
Moreover, you'd be surprised how much "gunk" is actually on the surface of any given piece of material in standard atmospheric conditions. There is a reason why a lot of surfacial materials characterization techniques require ultra-high vacuum, as I recall it's about 1 atomic layer/second of deposition under $10^{-6}\, \mathrm{torr}$ (source). If you want two metals to bond without applying heat or force you'd need to get a vacuum better than that and then clean off the oxide layer.
You'd also be surprised at how much organic material is covering the surface of everything around you. Your fingers produce oil and they stick to the surface of everything you touch, and your dead skin flakes off all the time and covers the stuff around you. You can notice it if you take a metallic sample to an SEM, and shoot electrons at it to get an image of the surface. If it's got organic material on the surface, after a while the area where you shot electrons will turn dark, you can notice it if you zoom out or pan around. This is due to hydrocarbon contamination, usually from the oils on your fingers.
A: While simple contact between metals isn't enough for most metals to bond, relative motion will achieve the fusion between the metals (at small contacts). A common occurrence is seizing up of mechanical devices due to insufficient lubrication. 
I don't think screws stick due to metal-metal bonding- its mostly simple distortion particularly of the threads and body of the screw. Damage a screw and insert in a tight space and you won't that screw out again.  
A: It depends upon the purity of the metal. If the surface is well polished it is indeed possible to make bonds with the adjacent metal pieces. However, if there are oxides and other impurities present at the surface then bonding is not possible. This can be explained by the surface energy of the metal. Well, you can see that metals are bonded in powder metallurgy.
A: They do, as Feynman said. If you have two copper pieces perfectly polished and you put them in contact, they will weld automatically (the copper atoms won't know what piece they belonged to). 
But in real life, oils, oxides and other impurities don't allow this process.
Found it! Read Feynman's own words (where $\mu$ =  coefficient of friction):

If
  we try to get absolutely pure
  copper, if we clean and polish the
  surfaces, outgas the materials in a
  vacuum, and take every conceivable
  precaution, we still do not get $\mu$.
  For if we tilt the apparatus even to
  a vertical position, the slider will
  not fall off—the two pieces of
  copper stick together! The
  coefficient $\mu$ , which is ordinarily
  less than unity for reasonably hard
  surfaces, becomes several times
  unity! The reason for this
  unexpected behavior is that when
  the atoms in contact are all of the
  same kind, there is no way for the
  atoms to “know” that they are in
  different pieces of copper. When
  there are other atoms, in the oxides
  and greases and more complicated
  thin surface layers of contaminants
  in between, the atoms “know”
  when they are not on the same
  part. When we consider that it is
  forces between atoms that hold the
  copper together as a solid, it should
  become clear that it is impossible to
  get the right coefficient of friction
  for pure metals.
The same phenomenon can be
  observed in a simple home-made
  experiment with a flat glass plate
  and a glass tumbler. If the tumbler
  is placed on the plate and pulled
  along with a loop of string, it slides
  fairly well and one can feel the
  coefficient of friction; it is a little
  irregular, but it is a coefficient. If
  we now wet the glass plate and the
  bottom of the tumbler and pull
  again, we find that it binds, and if
  we look closely we shall find
  scratches, because the water is able
  to lift the grease and the other
  contaminants off the surface, and
  then we really have a glass-to-glass
  contact; this contact is so good that
  it holds tight and resists separation
  so much that the glass is torn apart;
  that is, it makes scratches.

Source: http://www.feynmanlectures.caltech.edu/I_12.html
A: Metals with perfectly clean surfaces WILL bond together just like you explained, but that isn't the case in real life because there is a thin layer of oxygen blocking the metal's surface. 
Much like how rust forms, thin layers of oxygen coat every metallic surface upon contact.
