Your caliper pivot could be loose so adjust it. Or, shoes are not fitted to the rim, which means you need to toe in the shoes just a tad-or sand the shoes which you did with no luck. Or, but probably not the cause, the brake caliper is too long and flimsy. I think in all probablity the shoes need to be toed in. If that doesn't work then try taking a very fine emery paper and clean the rims-IF your rims are the shiny silver aluminum type, otherwise use a solvent that is residue free.

If the shoes are new, they may need to simply break into the rim.