Many of you can get H1B through lottery and also may have got it approved but you may never travelled due to which it got never stamped (Never travelled to US for employment). Then you are at the real risk of losing your H1B and again go through the H1B lottery system if you are not able to find an job within 1 year.
There are many consultancies which sponsor your H1B but unable to find you any job as they make money by sponsoring your H1B jobs. If you have applied through one such consultancy and if they are unable to find a job or you are not able to travel due to various reasons, then you can lose your H1B as it has been never activated.
If your employer (some consultancy) is asking for the money, then there is no other way but to be on good terms with your employer, travel to US and get your H1B stamping done, then search for another good H1B employer where you can make put your skills to good use. If your H1B is approved then travel to US as soon as possible to get your H1B stamped