This sounds somewhat stupid, but I've run into this a couple of times now. I have Cragar SS's on my 70RS. The problem is with the lug nuts! I have mag style lugs holding the rims on now, but several times they have worked (dangerously) loose - I do torque to spec. Would a short shank style work better?
Not sure, but I've got a set of Weld Draglites on my 67 with mag-style lug nuts, and they've worked dangerously loose several times on me as well. One time, the driver side front wheel got loose enough that it started to wobble on me while driving!!!! That was enough to scare the &#(%& out of me!!!