My steer tube was trimmed for a much taller stack headset than the Levin I'm currently running. As a result, I've got a 10mm aluminum spacer between the upper cup and the locknut.

No matter how well I locked it down, my rough-and-bumpy commute would work the headset loose after a couple of weeks. I put a bit of blue (hand-removable) Locktite on the locknut and it's stayed in place over a month now.

I suspect the alloy spacer was compressing easily during bumpy patches, and the resulting moments of looseness were letting the locknut back off a bit at a time.