I believe the way to figure this out is to take a digital ammeter to each fuse in your fusebox and see which ones still carry current after you've removed the key from your ignition.
Some fuses group a few components together, so if you find the right circuit, you might have to do something else to identify the precise component responsible for this. However, usually when you've hit the right group, you'll have a hunch as to exactly what is responsible. Fix that, then retest the fuse, and if the problem has gone away then you're done.
This is an interesting problem and the solution should be fairly simple. Would appreciate if someone who has actually done this or has experience with this posts the correct tested method or corroborates what I said earlier if I'm right.