A number of things can cause this. Is the gun new? Was it clean when you shot it and what were you shooting in it (.38s, .357s, bullet type, weight and configuration)?
1. Reloaded HOT loads can stick in chambers and can be a sign of dangerous pressure;
2. Magnum rounds are hotter than conventional .38s and it's sometimes natural for them to stick a little. Try ejecting them with one assertive downward push. If you still think it's a problem, let the range master or a more experienced shooter try.
3. If you're shooting both magnum and .38 ammo, because of the different headspacing, the crud buildup caused by the non-magnum ammo could be making extraction difficult; and
4. Rough chambers. Sometimes new guns leave the factories that way, but it's rare. Still, you can try using a cotton swab and a polishing compound like Semichrome or Flitz to smooth the bores out. Do it while watching TV or, if you're in a hurry, use a polishing wheel on a small Dremel.
Oh, and you can lightly lube the inside of the chambers with one of these miracle lubes like MILITEC-1 or WeaponShield, but go very light on this stuff.
Just a few suggestions to start off with. If you still have problems, send the gun to me, I'll shoot it for a few years and break it in for you. (Don't thank me, I'd do it for anybody!
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