What I would suggest is go to your local GM dealer. Have the transmission flushed, which is recommended(Hummer uses special type fluid for the transmission and both differentials. You should have the differentials fluid changed also. Have them use the Tech 2 scanner and see if any updates are available and if any values can be changed.

 

Has the oil been changed at all in your tranny ?
I changed mine at 70K just to be on the safe side ..
Try new juice first with an interior clean up of the tranny case and see how it goes..

 

On maybe 3 occasions I have had something similar. The mornings it happened were very cold and it would stay in 3rd for a little longer than normal. I have chalked it up to the tranny fluid not being up to temp yet for whatever reason given the conditions that it happened under.

If it is happpening more than occasionally I would take it somewhere to have them check it out.