Collyn: if it's only the lead pony truck wheels, you should check them. As well as measuring them for gauge, look for bits of plastic that shouldn't be there -- lines on the back of the wheels or lumps on the flange. Also check for missing bits, especially on the flanges. Then check the mounting of the truck. If it's screwed on to the frame, see if it's either very tight or very loose. A ticght truck will just stay in position on curves.
Also see if it can turn far enough. On some locos, the wheels may hit the inside of the cylinders when it enters a curve.