The chain seems to be properly aligned without the labels; adding labels seems to break it:
\documentclass{standalone}
\usepackage{tikz}
\usetikzlibrary{chains}
\begin{document}
\begin{tikzpicture}[start chain = going right, node distance=0, every node/.style={on chain,minimum width=10ex,draw}]
\node [label=above:{a}] {1};
\node [label=above:{b}] {2};
\node [label=above:{c}] {3};
\node [label=above:{d}] {4};
\node {5};
\node {6};
\node {7};
\node {8};
\end{tikzpicture}
\end{document}


every node... ;) – percusse Apr 02 '15 at 17:56