1999 Ford F-250 Electrical Accessories won't shut off

Thanks, I have a 1999 F250 LD 4x4 extra cab 126k miles. Some of the electrical accessories (heater fan, radio, airbag light) won't shut off even after ignition is off and key removed. They can be turned off at the switch, but if the switch is inadvertantly left on, they will continue to run until the battery dies. Also, the "headlights-on" warning chime sounds off when the driver's side door is open and the headlights are "OFF". When the ignition is turned off, it sounds like there are several relays clicking inside the dash panel.