I'm going to venture a guess and say you are using cheap(er) lead screws. If you are, they might be the cause of your problem.
They might not even be bad. If they are not aligned properly, they may be flexing. I know with MACH3 you can do leadscrew mapping. What controller are you using? Is it a commercially produced machine or is it homemade? I know on my homemade machine, the entire fixture flexes JUST enough to cause your problem but not enough to see.