a) Is the headset tight?
Over time that can loosen up and it'll start to lean in one direction or the other (usually based on which side of the pothole you just hit).
b) Are your wheels true?
this probably won't make a major difference but it might combine with the previous point. c)
Is the weight on the bicycle evenly distributed?
E.g., do you wear a messenger bag across your left shoulder so the weight of the load pulls the bike in that direction?
d) Does this happen in a parking lot as well as on the road?
Don't forget that streets aren't flat - they curve off to the edges to allow water to shed from the roadway (and into nice deep puddles for motorists to drive through and splash cyclists).
If it only happens on the road (and you always ride on the right hand side of the road)
it's probably because of Gra-vi-ty.
bicycles.stackexchange.com/users/2362/lawndartcatcher
First check that the handlebar is actually square to the front wheel.
Next check that the seat is straight relative to the top bar.
Stand in front of the bike, straddling the front wheel, and sight down the top tube.
Verify that there is no twist in the frame causing the front steering tube to not be in line with the seat tube.
Check the fork and frame for any other obvious out-of-alignment problems.
(Note that a frame can be straightened if it's slightly bent.)
Then check to be sure that neither of the crank arms is bent (a common problem with bikes that are frequently dropped on their sides).
Also make sure neither of the pedal shafts is bent.
bicycles.stackexchange.com/users/1584/Daniel R Hicks
Since the headset bearings tend to be always around the same position while riding (because the headset does not spin, except for those performing barspins), and we rarely disassemble them, sometimes the spheres create depressions on the bearing tracks.
This creates a "stable" position when the front wheel is pointing straight ahead, but sometimes this self-centering is to another (non-straight) position.
To check this problem, lift the bike from the top tube in normal riding position, and try to gently take the handlebar slightly away from this position.
If the bike tends to "self align", the most probable cause is this "marked" headset.
Fully disassemble and clean the bearings to perform a visual inspection is the only way to be 100% sure.
To solve the problem, these sequential steps should be taken.
If the former step didn't solve, go on to the next:
Loosen the headset just a little bit, letting it tightened just enough to prevent play when braking.
This solves the problem sometimes; Open it (no need to disassemble) just enough you can spin the spheres out of position.
Do this for the upper and lower bearing; Fully disassemble (including remove the cups from the frame), clean and remount in a different position; If neither of these solves, replace the headset for a new one.
EDIT
: take away the handlebar and perhaps the front brake, and perform some barspins, to reorient the spheres.
This could be the "Step 1.5" Hope it helps
bicycles.stackexchange.com/users/2355/heltonbiker
How much lean are we talking about?
I jokingly said that you should ride around with a single pannier.
However I ride around like this all the time, and if there isn't much in the pannier (pump, some spare tubes, a couple of small tools), I can easily ride with no hands.
I would check that your wheel is actually properly set in the hub.
I know on my bike
it's possible to do up the quick release without the wheel properly seated.
However the few times that I've done it, I noticed right away because the wheel rubs on the brakes.
You should spin the wheels and ensure that the distance between the brake pads and the rims stays constant as it turns.
If it doesn't you either got warped rims, or the wheel isn't mounted right.
bicycles.stackexchange.com/users/163/Kibbee
Has the bike been in an accident recently?
Your frame might be skewed as a result.
Happened to me, with the exact same symptom.
After careful checking it turned out the top tube was slightly bent in one place.
This happened in the days of steel frames, though.
An aluminum or carbon frame is more likely to break than to bend.
bicycles.stackexchange.com/users/130/ttarchala
The bike I use to commute - a cheap, no brand city bike - is unbalanced, and naturally leans to the right. This is not noticeable normally, but it's enough to make riding without the hands on the bars requires quite some effort to avoid drifting right.  Of course I can't just ask you what the cause is, but could you help me in finding it? What should I look for/test/check?
My bike leans to the right. What should I check?
bicycles.stackexchange.com
<bike-setup>
bicycles.stackexchange.com/questions/6630
bicycles.stackexchange.com/users/2296/Agos
A bike leaning to one side could be the result of a number of issues. The handlebar should be square to the front wheel, the seat should be straight relative to the top bar and there should be no twist in the tube. A check of the wheel should be performed to ensure it is straight in the hub and that the pedal shafts are not bent. Other factors, not related to the bike, could also be involved: carrying a messenger bag on one side or driving near the edge of the road where it curves. Possible causes on the bike include a loose or marked headset, bent forks, frame, crank arms or pedal shafts, or a crooked seat. The  wheels may be improperly seated or slightly crooked, especially after an accident. This can also be caused by imbalanced weight on the bike or a tilted road surface.
Possible causes on the bike include a loose or marked headset, misaligned wheels, bent forks, frame, crank arms or pedal shafts, or a crooked seat. Check the wheel alignment — it may be improperly seated or slightly crooked, especially after an accident. Imbalanced weight on the bike or riding on a sloped road surface can have this effect. Does it happen only on roads, or in a car park too?