I have run into this several times with my project now. I recently updated to the most current version of NGUI, and this still recurred.
When anchoring an object (a UILabel and a UISprite thus far) to another widget, sometimes the Z value of the anchored object will slowly change over time. Eventually the object will walk its way outside the camera bounds! This seems like a floating point precision issue, but I have not had any success identifying where it's happening as yet.
At some point I will devote some serious time to tracking this down, but in the meantime I thought I would bring it up here in case anyone else is running into this, and in case anyone happens to find a fix for it.