Duct tape
my weights are falling out!
I just repaired this problem with my plastic tournament set. The weight inside one of the knights was falling out. I used Gorilla Glue to cement the weight back into place and to adhere the plastic disk back onto the bottom of the piece. Worked great. You don't specifically say that your set is a plastic one, but you might try the same approach. Just make sure you use a glue that is recommended for the material, as some glues will melt plastic.
i have a triple weighted chess set and the weights are falling out I don't want to buy another set. what should I do?