I agree with Dennis. The point should nestle a little farther into the stock rail when the turnout is in that position. Make sure nothing is jammed in there, and that there is no burr on the point rail from when it was filed into shape.
Another thing that could be happening is that the flange of the left-front wheel on the locomotive is hitting the free end of the left point rail. As it tries to ride the left point rail (instead of the left outer rail where it belongs) it forces the locomotive to the right and derails it. This can happen easily if the wheel gauge on the engine is a little narrow. Can be fixed by adding a little guardrail ahead of the points to force the engine ever so slightly to the left. Or by re-gauging the engine, but adding the guardrail is easier :-)
