1994 cadillac fleetwood brougham ac/heater fan blowing when ignition is off.
 

I have to pull fuse out not to drain the battery. Please help what could be the problem?

Possibly your ignition switch is faulty or it could be a relay or switch to the fan that has failed. If it consistently stays on after the car is off and no wiggling of the ignition switch cuts power, then it would more likely be the relay or switch to the fan.