It could be a number of different things.

First off, are you sure the battery is good? Always get that checked first
before diving into your electrical system.

Next, any type of vampiric drain should be readable as an amperage draw off
the battery.

To diagnose where it's going, remove the positive cable from the terminal.
Insert a multitester in serial making sure it's set to read amperage.
Generally speaking a modern car should only be drawing milliamps of power
when it's turned off. If it's correctly set up and you're reading amperage,
the next step is to remove your fuses one by one and note any changes to the
amperage draw. Start with any aftermarket items you may have had installed.

By going through in this fashion it will allow you to isolate the circuit in
question and then diagnose the circuit itself. A few drains that I see often
are: alarm systems, radios, faulty ignitions, broken automatic window
switches, broken automatic lock switches, interior dome lights (door closed
trigger doesn't activate correctly).

Jody