Ensure that the decoupling caps are close to the pins and not far away, and the values are correct too. If still not working try replacing them. The capacitors are usually needed over there to stabilize the regulator and preventing from regulator oscillating. ESR of the capacitor is the critical parameter. It is better to use a tantalum capacitor because of its lower and more stable ESR. otherwise try to use two number of 100nF caps, one @ the input, one @ the output, and probably an electrolytic capacitor too.