WMS service sublayers are not listed as layers that can be identified in the dropdown list of the Identify Results dialog.
** The feature addressed in this article is only available in ArcGIS 9.0 Service Pack 2, which can be downloaded through the link in Related Information, below. **
Not all WMS features can be identified. Only WMS service features from layers that support the <GetFeatureInfo> tag can be identified. A WMS service may only support the GetFeatureInfo operation on specific layers in the service. It is not required that the WMS service support <GetFeatureInfo>.
Solution or Workaround
This is a known limitation. It is up to the WMS service to determine which WMS layers, if any, you can query. ArcMap will only list the WMS layers support <GetFeatureInfo> in the layers dropdown list in the Identify Results dialog. You can also look at the WMS service capabilities file to see what the service supports.
<a href='http://support.esri.com/en/knowledgebase/techarticles/detail/27948' target='_blank'>How To: View the WMS service capabilities</a> If you do not see the <GetFeatureInfo> tag, the WMS layer cannot be queried.