So last Saturday I was unicycling at my friend’s house and I noticed that my left crank was loose so I stopped riding. The next day I tightened it with a 9/16" wrench. This morning I was unicycling and I noticed it was loose again! Why is this happening? Did I not tighten it enough the first time? Also, is the bolt metric or standard?
Although not specified I will assume this setup is the cotterless or square taper type. It would also be helpful to know if the cranks are aluminum or steel. The bolt is metric and a 14mm socket will fit it. If you just got the unicycle the crank is loosening from initial riding. If not new, then the crank was loose for some time and has worn or rounded the crank/axle interface and probably cannot be re-tightened properly. If I put on new cranks I like to ride 100 meters and then re-tighten. Ride another 100 meters and re-tighten. Then ride a few miles and re-tighten.
They are a tapered set up
Like any other tapered thing fitting on a tapered shaft, it is not proper to just tighten the nut to pull the parts together. No skilled car or bike wrench would think of trying something so stupid. You think loose cranks are annoying ? Well, try having a flywheel come loose off an engine going 16,000 RPM ! 
Just as when fitting a tapered flywheel to an engine, it should be beat on with a soft mallet or a hammer and block of wood.
Be sure the parts are clean and lightly greased.
A couple good whacks with a hammer will force the tapers together with a big contact surface. Then bolt will then hold it in.
I have never had a tapered crank work loose !
Obie has written up a fairly conclusive crank tutorial here. Different crank types and installation procedures are discussed.
Great info, guys. Very helpful~Thanks~:)