Is it a particular string or strings that is going out of tune?
As Sub1 said, sometimes you need to add a bit of lubricant to the nut slots. I've heard of people using pencil graphite to pretty good effect. However, I'm not an expert here since I don't own any guitars with trems. :\
Had a problem today - was giving the top E lots of big bends and the sucker would not stay in tune.
I tightened the locking tuner but still to no avail.
The top E was unraveling on the ball end.
Changed it - problem solved.
Another area to check is how tight the nut slots are. I've noticed, particularily with the new compensated nuts, that a couple of passes with the correct-sized nut files and some Nut Sauce works wonders. Both my Silo Special and my Albert Limited needed this, but now they stay in tune so well it's almost scary. Tune them every show whether they need it or not, and I use my trem ALL the time.-Eric