what kind of collar is it? A snap on one or a buckle one? When you see that the collars are off, does it look like the cats just slipped it off or is it un-done? Maybe they are all having a conference and taking each other's collars off? :lol:
Have you just recently introduced them to wearing collars? When I first put collars on my cats, they hated them and would rip them off within seconds. After a few weeks, though, they just accepted them. Either that, or they forgot that they were wearing them!