This happens with my left headlight. As you know from installing/uninstalling your headlight assembly, there are 3 bolts and one spring clip. If you visually inspect the headlight assembly and see that your three bolts are tight, then the problem (as is the case with mine) is that there's a problem with your spring clip staying in place.
In my case, the metal clip somehow came dislodged from the plastic tab on the bottom of the headlight. So every time I put the headlight back in, the tab on the bottom doesn't stay in the slot.
My theory is that the first few times I removed the headlights (I've easily done it 10 times by now), I overtightened the bolts, for fear that somehow my expensive new headlights would fall out. Unfortunately the only thing that fell out was the spring clip! Ah, well. I've been driving around for about 19,000 miles with the vibration, and everything still works. So it really is just an annoyance. One day I'll fix it!