4 wheel drive problem

When its engaged in 4 wheel it makes a banging sound in the front end but it still works. I have replaced the transfercase, actuator, hoses & it still does it. When it does this it disengages for a second then back in.
I dont know what else to do. Could it be forks or something internal?
I just would hate to start tearing everything down if I dont have to!
The shops are to expensive!!! I would have to do this myself.
I am hoping you guys would know whats wrong. Thanks Gary