Double-check and possibly turn off Align to Pixel Grid
The only time I've seen this behavior is when Align to Pixel Grid is on.
I would post how to turn it off, but Adobe keeps moving those options.
So it's best to check the link: Align to Pixel Grid
There's much more information at Adobe's site regarding it's functionality.
Illustrator lets you create pixel-perfect art that looks sharp and crisp on screens at different stroke widths and alignment options. Choose to align an existing object to the pixel grid with a single click or align a new object right while drawing it. While transforming objects, you can preserve pixel-alignment without distorting the artwork. Pixel-alignment works for objects as well as individual path segments and anchor points that comprise them.
Although that image does somewhat appear to be a result of Illustrators' 3D Effect. That may simply be to how you have shapes configured and the selection active.