My friend Sarah had the exact same problem, dense bricks every time. Turns out she was using regular all-purpose flour in her bread machine recipe. She switched to King Arthur bread flour and her next loaf was perfect, it was like night and day!
Check if you're using the right flour for your bread machine recipes. A lot of people grab all purpose when the recipe really needs bread flour for that gluten structure. Also, your yeast might be old and tired, that got me a few times. Even your oven's actual temperature could be way off from what the dial says. Don't just blame the timing, those little things can totally wreck a loaf.