I have 2 issues.
 
1)   Some notes on my keyboard seem a bit out of tune  (this is mainly when I record bass).    It does it with my MIDI controller and my regular keyboard using MIDI.  Same notes are out of tune on both keyboards.
2)  After I record some chords and play it back, it's good.  But after a while (or the next day) when I play it back, some chords will be out of tune  (this is in MIDI).   
 
I have no idea what's causing it or how to fix it.    
 
Greg

What is your keyboard / sound module? 
 
MIDI notes are numbers so not sure how they can go "out of tune". 
 
1. Could be some dodgy CV on your kybd/sm. 
 
2. Could be some inadvertent MIDI pitch settings (if your kybd/sm has somehow been set up to respond to them), but I would expect these to be consistent across all attempts to play it. 

I use an M-Audio Keystation 49 controller, and I had a Yamaha keyboard that I used for MIDI as well.   
Yeah, it doesn't make sense to me how it could go out of tune - especially after I recorded it.    I checked the keyboards, and everything seems to be fine.
But that still wouldn't explain why some chords would go out of tune after I recorded them.
 
Thanks!
Greg

I think errant pitch bend messages would be the issue.

So you are saying that a MIDI track plays a different pitch on two different keyboards at when either is played at a different time? Drift on the physical pitch bend controller on a keyboard would explain it (different response at different temperatures, etc.) but having that happen simultaneously on two completely different units is very unlikely. Besides, your keyboards presumably do not respond to the physical pitch bend wheel while they are playing from remote MIDI input. That latter would be easy enough to test just move the pitch bend wheel while MIDI is playing. There is no reason at all to think that a recorded MIDI track is going to somehow manufacture new pitch bend events if it sits on your hard drive over night, but you can examine the event list to see if anything is amiss there. This assumes that you are just playing back the previously recorded MIDI track. If the MIDI track is open to record on a new session, however, all bets are off. 

Anderton
I think errant pitch bend messages would be the issue.

Not sure what you mean by "pitch bend messages."   
I have checked the pitch bend wheel, and it seems fine.   But still, even if that were the issue with some notes being off when I record, that wouldn't explain why notes drift off pitch after they're recorded.  
 

slartabartfast 
 
So you are saying that a MIDI track plays a different pitch on two different keyboards at when either is played at a different time? ....There is no reason at all to think that a recorded MIDI track is going to somehow manufacture new pitch bend events if it sits on your hard drive over night, but you can examine the event list to see if anything is amiss there. This assumes that you are just playing back the previously recorded MIDI track. If the MIDI track is open to record on a new session, however, all bets are off. 

 
More so with the MIDI controller than the keyboard.    Yeah, I don't get why only some notes go astray after they were recorded with no issue.
 
Thanks!
Greg

What I mean by errant pitch bend messages is if you start playback where there was a previous pitch bend message that changed pitch prior to the start of playback, and the pitch bend message that restores things to zero doesn't happen until after the point where you began playback.
 
Go to Preferences > Project > MIDI and look under "Other Options." Try checking "Zero Controllers when Play Stops" and unchecking "Patch Controller Searchback Before Play Starts."
 
Also, to see if there is pitch bend data in the track, insert the MIDI Event Filter plug-in to the MIDI track, and click the Wheel button. This should prevent any pitch bend data from reaching whatever instrument the track is feeding.

Check the affected track(s) for pitch bend messages as Anderton advises. If there aren't any, check other MIDI tracks to make sure none of them are sending pitch bend (or anything else) to the affected synths. Then try the same for aftertouch, modulation wheel and any other CCs that could cause modulation (a really slow lfo with low amplituded could be to blame).

Is the tuning change happening while recording as well as playback, or just recording? If both and it's CC messages coming from the controller Sonar will record them so you'll get them on playback as well. Does it happen with all synths? If not and it's only one or a few synths there's a possibility that a setting in the synth patch is to blame, or a synth is interpreting a CC that's intended for another synth but is ending up in more than one place. Might be worth checking what the LFOs in the synth are up to.

I always put Controller 121=0 and Pitch Wheel=0 at the start of every MIDI track.  That will not, however, correct a pitch bend message that accidentally got inserted somewhere in the middle of the track.  It happens.  You can go to Event List | View and uncheck Notes so you can quickly see the controllers and pitch bend messages.
 
IMPORTANT: The pitch bend message could be on a different track.  This has happened to me.
 
Example: Piano is on track 1, MIDI channel 1.  Track 2 is going to the same synth and should be playing a bass part on channel 2; but it is accidentally ALSO set to MIDI channel 1, instead of a different channel.  Pitch bend (or instrument patch changes messages) on one track will mess up the other one.
 
Example: Let's say you have a Motif on channel 1 Port A.  You also have a Nord Lead on channel 3 Port B; however, the outputs got messed up—which happens in Sonar sometimes—and the Nord track is actually set to output to channel 1 Port A, so it's pitch bend messages are messing with your Motif.  This exact problem (although with different keyboards or sound modules) has happened to me more than once and although it will drive you crazy until you find it, it is simple to fix.

I tried recording tonight for a little bit, and the notes on the MIDI controller that have been off pitch weren't working at all for a couple of minutes.   Then they started working again.    I don't understand what caused everything to be off, but I'm going to assume that something is wrong with my controller.    There may be other issues too, but I'm going to start by getting a new controller.
 
Thanks, guys!  I really appreciate your input!
Greg