Transmission Trouble

I have a 1989 Cougar. The automatic transmission is having a problem. It has trouble shifting into the overdrive gear (4th gear). It shifts from 1st to 2nd and 2nd to 3rd fine, but when it is time to switch to overdrive, it doesnt change until about 30-60 seconds after it should have. Sometimes Im driving 60 mph in 3rd gear until the trans decides to shift. When the trans is cold it will shift fine. The trouble starts after the trans heats up and Ive been driving around for a while. Ive changed the fluid and filter so that isnt the problem. Does anyone have any ideas what the problem is ? Thanks.