On the metal where the doors meet the car( the area you can't see if the door is closed, but can see if it's open) either on the door or on the car there might be a little button. When you push it in and out the light goes off and on . There might be a button on just one door or all the doors(even the trunk if you have like a hatchback or station wagon). Try Checking each one to see if it works. (have only one door open at a time when your checking.) Often the button is made of metal and might be covered by a piece of rubber. Sometimes the metal gets bent, or the button just sticks.
Or, with some vehicles, like my Ford truck, the door latch and light/door ajar switch are combined. The switch is actually inside the latch mechanism (the latch is on the door, not the the body/frame of the vehicle). Sometimes the grease/lubricant for the latch gets gummed up; the door will close and latch, but the switch will remain open causing the courtesy lights to stay on and the door ajar light to turn on.Use some spray lubricant inside the latch to free up the switch. I use a white grease spray, others say they use WD-40.
don't know what the problem is, but if you removed the bulb it wouldn't be lit
Sometimes when a light bulb is going bad it will stay on instead of burning out. Sounds odd but its true. When you take the bulb out take it in the store and get the same bulb. It won't cost a whole lot and its worth a try, if you use the interior light. I not sure but I think there might still be an electrical current running through the wires even if there is no bulb. you might slowly drain your battery even without the bulb???
There's usually a switch that you can press next to the light. You can change it so that the light only goes on when the car door is opened or it can be on at all times, which is probably the setting you have it on.
sometimes you turn the knob to get the same effect