I just had the same problem with the rear wheels and slightly bent the metal strip that holds the wheels down. This gave the wheels a pre-load as the engine was placed on the track. They haven't left the track since.

I think I came up with a solution. Since the wheels appeared to be riding high and not catching the rails on the turns I bent the strip of metal down a bit that holds the wheels to get a pre-load so that the weight of the engine would push them down. The wheels haven't left the track since. Thanks for the comments.

Got my first train set today for Christmas. The Overland Limited. It's so cool. The rear wheels of the engine aren't keeping contact with the track on curves and at the power strip piece of track, going forward. They track great if I reverse direction where they're the front wheels. What's happening going forward that makes them lift off? Is there a weight shift that occurs that comes into play? I'm totally new at this.