If you experience a loss of carbon dioxide check the lid first. Ninety nine percent of my leaks come from a poorly seated lid. I just tip the keg or pour water on the lid and connectors and look for bubbles. If the lid has a small leak I increase the CO2 pressure to around 40 psi for the equivalent of 1200 pounds to push it closed. If that doesn't do it, bleed off all pressure remove the lid and try again.
The gas(in) and liquid(out) connectors sometimes leak allowing the carbon dioxide to escape. If this happens while the connectors are attached it's probably the larger external 'O' ring. If that doesn't fix it check the internal 'O' ring. It seals between the dip tube and the connector. You need a 7/8 inch wrench to remove the connector to get at it.
If the keg only loses pressure with the in and out connectors disconnected it is probably due to a worn out poppet valve. Use a 7/8 inch wrench to remove the male(keg) connector and push the poppet out with a small object (~1/8 inch diameter bolt). Sometimes they just fall out. Poppet valves come in many different flavors. Make sure your replacement appears to make a good seal before reassembly. You may find a poppet that works just fine, but does not match your original!