There are a few details that we don't have from you, that might be important.
How many do you have? Where are you keeping them? In a coop? What type of bedding are you using? Are you providing them with a relatively clean environment? How warm/cold is it?
While my wife and I were watching, I had one chick just start screeching, run to the other side of the brooder-box, and die. It was only 2 weeks old, and looked fine (except that it was dead). So, as others have stated, some loss is to be expected.
You COULD try switching them to a different feed manufacturer. It's always possible that there is something in the feed that is killing them. I (and many others) use a 20% protien feed mix generally from start to finish. I buy mine locally, and it's largely corn and roasted soybeans, along with whatever is in the pre-mix.
My first batch last year, I lost 2 out of 11, but one died from a predator attack. My second batch, I lost 5 out of 22, and 3 of those died on one very hot afternoon, the other 2 just died for no apparent reason. I'm on my 3rd batch now, with 51, and at 4 weeks, I've only lost 1 (knock on wood).
If you continue to have unexplained losses, it sounds like a serious problem. Otherwise, you may just be a little unlucky.