Why am I almost always under my O.G. On my all grain? What am I doing wrong? It’s hit or miss (way under)
There could be dozens of reasons, and it is pretty normal for to be hit or miss in the first batches. Crush quality is the most likely cause.
Do you own a mill or use a shop mill? My lhbs has a mill that was giving me results all over the place. 64, 70, 76, 53. Bought my own mill and have been pretty consistent.
+1 To crush. Also make sure your thermometer is calibrated properly.
Also, what efficiency are you going by? If you are following a recipe that states 80% efficiency and you are only achieving 65%, then you are simply not using enough base grains to hit your OG. Utilizing some brewing software like Promash, Beersmith, etc, can help you in determining your efficiency and recipe formulation while getting you closer to honing in on your estimated numbers.
Another variable: I believe water Ph can affect starch to sugar conversion which will result in lower OG. An optimum Ph will allow optimum starch to sugar conversion.
Way under as measured when (preboil/postboil) and how?
+1 to all the above - crush is a big reason behind low efficiency, but poor pH control, thermometer and hydrometer inaccuracy and software issues (not adjusting a recipe’s stated efficiency vs what you can get in your system) all contribute. To this list I’d add inaccurate volume measurements to the list. Example - the recipe is for 5 gallons post boil and you end up with say 5.5 gallons post boil. You just dropped a 1.055 beer to roughly 1.050. Learning to hit the right preboil (by learning your dead space and grain absorption for your system) and postboil volumes (by figuring in the boil off rate for your kettle) will help you dial your system in better. Keep practicing, you’ll get there !
EDIT - Having said all of that, crush is huge.
I think this is the most likely answer. You need to match any recipe to the actual efficiency you get. If you don’t, there’s no way to hit your OG.
Make sure there are no dough balls when you mash in. Nothing is extracted if the grain is dry. Don’t overlook that basic step. Stir the mash throughly.
Beersmith pretty much helped me dial in my process. I hit my OG with much more consistency. Although I did a fair amount of tweaking of the software to get to that point. Still miss by a few points here and there but it’s a ball park game. As others mentioned, adjusting my crush had the biggest overall affect on my mash efficiency. 
+1. I always consider my brew day a success if I am +/- 2 gravity points in either direction for OG or FG.
Its hard to say given that we dont know anything about your process. Describe how you mash and what efficiency you get and what you are aiming for.