odd electric problem - need help

I have a 1992 Jeep Cherokee Limited, 4.0L 4x4. Yesterday, I turned the engine off and the brake light, the instrument cluster and the front side marker remained on. I tried everything but the lights wouldn't turn off. It stayed on until it drained the battery. I disconnected the battery to turn off the lights. I don't know how to solve this problem.
Any help would be appreciated.

Wow, that is strange. You know, a loose ground can do some really wierd stuff (not that I know where the ground would be for those lights), perhaps go around and look for loose connections. Keep your eyes open for worn wires or shorted/burned wires too. A cross connection (short between two wires) can put power on wires unintentionally without blowing fuses.

I know that doesn't sound like much help, but usually when you go looking for some specific thing, the real answer shows up...