Mate, sounds like you may have a light relay stuck on, not sure if standard lights are on a relay, I don't have my shop manuals with me at present, but if someone has fitted a light relay to get better lighting performance it may have burned the contacts and be holding the circuit closed.
Do a bit of investigating, first remove the headlight fuses from the fuse box, if the lights stay on without the light fuses then they are being fed from a direct battery source, then you need to track the offending relay, work back from the headlights through the wiring, does it have driving lights fitted, it could be a "back feed" through a bodge wiring job, if you find a relay relay that seems to be somehow connected to the headlights/lights see if the closing coil is still getting a signal with the stalk switch off, if not then there is possibly a problem in the relay mechanism, check by substitution of the relay.