A few weeks ago I posted the question

560sl motor won't turn off with key.
Today I turned the key to my 86 560sl off and the engine kept running.
I turned
the key many times back on and back to off but no luck at killing the
engine. ...
I can not post back to that posting so I make this new post and hope
it helps someone some day.

I have the answer the question I have asked hear "what can keep you
car running while the key is off" The answer is a shorted out window
relay.  After several months of having this car fail to turn off once
every 50 times I was able to get it to do it long enough for me to
check enough stuff with a meter and find the path of voltage that was
not suppose to be.  Circuit 15 is the hot in run position  contact on
the key switch.  It provides power to the ignition system to run the
engine, power to the gauges, and some other accessories like dome light
time relay, air temp meter, power window relay and others. The job of
the power window relay is to provide power from the battery directly to
all window switches when the key is on.  The relay closes by power from
key circuit 15 and then sends power from the battery circuit 30 (HOT AT
ALL TIMES) to the window switches.  What happened to me was that a
piece of loose contact metal inside this relay was bouncing around and
occasionally would lodge between the coil terminal which is  powered
from the key and the terminal hot from battery.  This was connecting
every thing in the car that is supposed to turn off by the key to the
battery and every thing would run whil you stood there and held the
keys in your hand.  The engine would die and all things would tur off
in a minute to as long as 30 minutes.  After the key was turned off all
things using power are now conducting current  through loose piece of
trash inside the relay and in a while it probably gets hot and  just
looses contact the engine dies before you can get on top of this and it
leaves you guessing because you have nothing to check out.  I stated
driving this car with panels removed, a good meter and a schematic on
the seat covers.

 I don't know how common this problem is but it is a bitch to solve
and I think this will be the first posting of its happening  in the
groups.  The lesson is this, any relay that provides power directly
from the battery to any thing else and that that relays coil is powered
by the run key terminal (15,) that relay can intermittently short and
cause this to happen.  My car 1986 560sl has window relay, air pump
relay, and dome light relay, any of these could have caused this.  In
the end, I proved it was my window relay by just jerking it out as soon
as the engine kept running and the engine would die.  $19 later a new
window relay has my engine turning off every time.  So hope this helps
some one else some day.
Thanks Bruce