my 5906 ADJUSTABLE rear sight moves side to side a little. What holds the rear sight body in place? From under side of slide it looks like there is a threaded hole for a set screw, but it is empty. If set screw is missing wouldn't the sight body drift out easily? It doesn't.

An Allen head screw (57) and the fact it is dovetailed in the slide.

Not always. It's still made to fit tight in the dovetail.

Be careful if you remove the sight from the base, there's four plungers (58 & 60) under spring tension in there.

Thanks very much for that info. Now that leaves me very curious about the small threaded hole on underside of slide (left side). I only see this on the slides with adjustable sights. What is it for?

Never mind. Once disassembled I can see it.