I have to agree with some of the other posters: Something is not right with the fastening, and/or the proper clamping pressure is not being achieved, perhaps due to under-torque.
That said, I would rank the simplest solutions from best to worst as follows:
- castellated nut with cotter pin, hitch pin, safety wire on nut or bolt head
- adhesive threadlocker "Locktite"
- double nuts
- locking nuts, either distorted threads or "Nylocks"
- lockwashers, star washers, etc.
Note that #5 really shouldn't be on the list, as once they are compressed, they are nearly worthless. Note also that #1 may be very difficult or nearly impossible to achieve for your application. Any or all of these solutions can be combined, but past #2 you are looking at very diminshing returns.
All of these assume a properly designed and torqued fastener for the application. Perhaps that should be solution #0...
Once again, I will seriously recommend Carrol Smith's Nuts, Bolts, Fasteners, and Plumbing as a must read for anyone desiring a real understanding about how fasteners work, and how to keep them working reliably. It should be mandatory reading for any "mechanic" or mechanical engineering student. Simple and readable, this is not a math book, but an encyclopedia of fastening with knowledge gained from decades of experience with race vehicles and aircraft - a place where a loose fastener can represent loss-of-life, vehicle, and mission, as opposed to a mere maintenance headache.
It bothers me to this day that otherwise very mechanically inclined folks still believe that lubricants or grease can cause a properly torqued fastener to loosen, that lubricant causes less than measured torque, that left-hand threads resist loss of torque from parts that have right-hand rotation, that some dirt or rust upon installation is a good thing as it keeps fasteners from loosening, multiple clicks from a torque wrench is a good thing, the torque wrench I inherited from my grandfather is still accurate, that all bolts can be reused indefinitely, and that you can trust your life to a lock washer.