When you state 1 RAM stick tests okay, I will assume you tested ALL 4 sticks one at a time. Don't just run the abbreviated test, let it run the full course for each stick.
What you didn't specify is the next test you need to perform. You need to make sure you don't have a bad slot on the motherboard. Test a single stick in each of the four motherboard slots. If the stick fails at one or two slots, then you've found the issue: the motherboard. If it passes all four slots, then continue on to the next paragraph.
Were these purchased as a 4 stick kit? Or did you get 2 4GB kits at different times? This can make a difference and cause incompatibilities to creep in, even with the same brand and model RAM. You have to buy all your RAM as a kit if you want to guarantee they will work together properly.
Another thing to look at, sometimes I have seen where RAM will work fine in single channel mode, but not in dual channel. Not sure why, but I believe it has something to do with that compatibility factor. Use 2 sticks at a time, and place them in the slots for dual-channel configuration. Run MemTest86. If they fail, then try the same two sticks in a configuration (move one to an adjacent slot should do it) where they will run single channel. Run the test again. If if fails dual channel but passes single channel, then you have a bit of a compatibility issue. If these were bought as a kit, then they should be RMAd to the manufacturer.
Running the memory tests can be quite time consuming, but will have to be done in order to narrow down the culprit.