The recent development of diffraction-unlimited far-field fluorescence microscopy has overcome the classical resolution limit of ~250 nm of conventional light microscopy by about a factor of ten. The improved resolution, however, reveals not only biological structures at an unprecedented resolution, but is also susceptible to sample drift on a much finer scale than previously relevant. Without correction, sample drift leads to smeared images with decreased resolution, and in the worst case to misinterpretation of the imaged structures. This poses a problem especially for techniques such as Fluorescence Photoactivation Localization Microscopy (FPALM/PALM) or Stochastic Optical Reconstruction Microscopy (STORM), which often require minutes recording time. Here we discuss an approach that corrects for three-dimensional (3D) drift in images of fixed samples without the requirement for fiduciary markers or instrument modifications. Drift is determined by calculating the spatial cross-correlation function between subsets of localized particles imaged at different times. Correction down to ~5 nm precision is achieved despite the fact that different molecules are imaged in each frame. We demonstrate the performance of our drift correction algorithm with different simulated structures and analyze its dependence on particle density and localization precision. By imaging mitochondria with Biplane FPALM we show our algorithm's feasibility in a practical application.