If your hubcaps keep falling off, it's likely due to one of two reasons. Either the hubcaps are not properly secured to the wheels, or the wheels themselves are not properly secured to the car.
If the hubcaps are not properly secured, this is usually due to either loose lug nuts or a problem with the retaining clips that hold the hubcap in place. Make sure all of the lug nuts on your wheels are tightened down securely. If they're still coming loose, you may need to replace the retaining clips.
If the problem is with the wheels themselves, it's likely that they're not properly seated on the wheel studs. This can happen if you hit a pothole or curb too hard, causing the wheel to become dislodged. The solution is to remove the wheel and make sure it's seated correctly on the studs before putting it back on and tightening down all of the lug nuts.