Most probably it is the latch which is the cause of this problem. The latch is the back piece of the hinge assembly and is designed to hold the blade in position after the hinge is closed.
On a Laube/Oster/Andis AGC, before removing a blade, you must first depress the latch on the hinge assembly, which is located under the blade. If a blade is snapped open without depressing the hinge, the hook that grabs the blade will break off the latch. If this happens on all your blades, then you will need to order a new latch (or send to a service centre for fitting). If it is happening only on one blade, then replace the blade socket. Tune-up kits are now available to completely revamp your blade.
On Andis, check the hinge assembly for movement by pressing on the top and bottom with your fingers. If there is any movement at all, replace the entire assembly. Be sure to not lose the tiny spring under the hinge assembly. This is very important in holding a blade in position. On all brands try lifting the hinge tongue with your thumb nail, if there is any easy movement, the hinge requires replacement.
On Laube clippers it is recommended to thread lock the hinge screws with a light fixative, we have found 'FINGER NAIL HARDENER' or 'plumbers mate' to be particularly good for this, as it locks the threads just enough to stop screws slackening, while they can still be readily removed if required.