I have a 99 I recently bought from an auction it's a Supercab F150 XLT 4x4, the headlights turn on with the ignition on, can't get them to turn off.

 

Did ya turn the switch off?

Sounds like someone may have crossed some wires, have a short, or rewired some things. Check your headlight switch wiring and headlight wiring.

 

Did any of the Ford's have daytime running lights? Just curious.

 

Does it have Auto lamps and does it have a security /remote entry?

It can be more complicated but you can just have a stuck relay.

My 2003 has some issues where I can't turn the lights off at night time..... Sometimes.. ..but the security turn them off when I turn the car off after the delay time so I've lived with it for years according to the wiring diagram my symptom is not possible. I'm getting power somehow that must be coming from a shorted wire sometimes

 

Daytime running lights. Check your VIN. If it starts with a 2, then there is the answer.

 

As said, possibly DRL. An easy way to check is park by a wall, start the truck, then "turn on" the headlights and compare the brightness. If they get brighter when the switch is turned on, then it is DRL (DRL run at like 50% brightness, and usually on the high beam circut).

 

My vin starts with a 1

 

Pull relay, see if clicks on, or is it stuck on

 

I was thinking the same thing, stuck relay. See if you can find a similar relay that you can use to switch them and if it fixes the problem, you have found your solution.