There are several possible causes of the problem, depending on he exact model of the gun (rebounding locks or not, firing pins part of hammers or a separate details, etc), previous repaires on the gun (I've seen a gun with a similar problem that resulted from someone's attempt to cure dry firing by streching out the firing pins), and even (not likely, but possible) wrong primers. The best advice at the moment is the standard "have the gun examined by a competent gunsmith"