If you have a cast-iron tub, you can use the miracle of magnets! Either buy a shower curtain with magnets in the bottom corners, or glue/affix magnets yourself. Maybe cover the magnet with tape, so it doesn't scratch the tub. Magnets!

You can buy liners with suction cups attached at the edges. Also, if you have a wall at the front and back of the tub, it's easy to solve this problem: Just wet the outer side of the liner a bit and press it to the opposing walls- it should stick by itself.

Going with Luckier's answer here. You can get vinyl liners that have magnets along the bottom edge. That way you don't have to worry about scratching the tub.

Pacific Supply on 12th has had the Tub corners...

But I'd look into getting an oversized shower curtain first : I've aleays found the only time this happens is when the curtain's too small / not a good fit for the tub.

You could also set up a velco "door lock" for the curtain - stitch-on velcro on one side, adhensive-backed velcro on the tub wall.

suction cups on a longer than normal shower curtain has worked for me. also, it's handy to have a nice absorbent bath mat outside the tub to catch any water that does escape.

do you put the curtain inside or oustide the tub when you shower? also, is your showercurtain solid plastic? and i agree w/ the magnets/suction cups