With a multimeter you can track down the wires until you find the source.
What kind of lights are you referring to? (LED or bulbs?)
I have some LED stripes, that do continue to emit some glowing light for a long time even after pulling the plug
- this is due to very little consumption
and some capacitors along the chain that usually regulate the voltage and some half-dead LED's.
Another source in regular circuits may be ground connection problems due to oxidation, so you end up with a ghost circuit over more than one regular loop, this is really hard to find.
I would take the circuit diagram and track down the wires and plugs along the line, open the circuit at some points and see what happens.