Headlights sometimes don't go off with turned off although dash lights go off

I just had a similar problem with my 2000 Ram Van. With mine the headlights stayed on on high beam all the time, running or not. To cope with the problem I had to pull the big fuse from the fuse block near the battery. I thought I had the problem narrowed down to a defective high/low beam switch located inside the multi function switch (turn, wiper/washer, high beam). I found an aftermarket part at NAPA for around $230. Swapped it out and had the same problem. That was a waste of money and time. Went back online and did a search again (re-wording my question) and found the solution. In Canada vehicles need to have daytime running lights. There is a module that is about 3" x 3" with a 10 pin connector. Mine is located in the middle of the engine compartment, mounted upside down just below the cowl. (Yours could be on a fender or on the firewall.) When I disconnected it the problem went away. Only things are that now I have no daytime running lights and the high beam indicator on the dash don't work. Otherwise all lights function normally. Hope this helps.