Are your users perhaps logging into an https page and then following a link to a http page (or vice-versa) ? I have seen such issues in that case. You need to be consistent, and set the Drupal $base_url, Civi CIVICRM_UF_BASEURL, and $civicrm_setting['URL Preferences'][] values all to either http or to https, and change any links in your content to use that same scheme also.
BobS
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