What file types are you having issues with? We've seen this issue with Word files when we change variables linked to fields in the document. The preview shows the file as it was last saved. When we open the file and refresh the variables, the fields are updated with the correct values. We've had to add an AutoOpen macro to refresh these variables meaning that all the files now have to be .docm rather than .docx and we have to add the EPDM vault to the Word Trust Settings.
Are the users given permission to see the latest version or the last released? If they have permission to only see the last Released version, they wouldn't be able to retrieve a version which was just checked in.
Do the users need to have permission to read the file in the state it's in? The rules for inheriting permissions can get pretty confusing so I make certain that we specify the permission to read at each state. There can be problems if you assume that the files will go through a certain state and it gets there a different way.
Do they need to clear the local cache? I'm using EPDM 2012 and we have to ensure that users clear their local cache or look to see that they aren't looking at the latest version. I understand EPDM 2014 has improved this but haven't yet played with it.
I hope this gives you a couple things to check.
We have this issue as well, our solution was to save SW Drawings as Detach Drawings! that way the previews on drawings are always the lates.