ORIGINAL: ButchA
I have heard of this before with absolutely, 100%brand new, straight out of the box, 870 Express's. Remington sometimes leaves a bunch of gunk in the barrel after test firing it at the factory.
Simple solution: Use CLP "Break Free" and a bore brush and scrub the $*&# out of it. Then follow with some patches and finally a tiny dab of gun oil.
99.999999% of 870's are trouble free and are the #1 most reliable, most popular, shotgun in the world.
I had the same problem with my former 870. I had to take it apart and clean the crap out of it. I bought it used, but it was clean. I used all different kinds of ammo in it and it stil did it. I finally just cleaned it really well, and that almost fixed it. It still did it occasionally, but not as bad as it was.