If it's not due to being overly hot ( ie it's not detonating and dieseling) then it is normally to do with alternator still powering up the ignition system as it runs down. Presuming of course that the ignition switch isn't keeping power on momentarily.
If you have a charge/ignition warning light the wattage could be too high and allowing the alternator to keep the ignition live (Like Kev said)
Try removing the bulb and see if the problem has gone.
If it has then fit a lower wattage bulb or put a diode in the circuit.
If your engine continues to run even when the ignition is turned Off you are experiencing engine Run-On. This usually only occurs on older vehicles with an external voltage regulator. Because the MSD receives power directly from the battery, it does not require much current to keep the unit energized. If you are experiencing run-on, it is due to a small amount of voltage going through the charging lamp indicator and feeding the small Red wire even if the key is turned off.
From page 9
Resistors are just over £2 from Rock Auto or US automotive so got to be worth a try:
A forum community dedicated to UK Hot Rod & Street Rod owners and enthusiasts. Come join the discussion about Hot Rods, builds, performance, modifications, classifieds, troubleshooting, maintenance, and more!