I saw lots of old threads on this problem but could not find a solution so I thought I would share my experience and solution.
Hi,
I just had a problem that my cpu and case fans would not switch off after shutdown.
It turned out to be a dvi-d connector for my graphics card from a vga monitor. It had an option for a usb power boost I.e I could plug the micro usb end into the adaptor and the other into a normal usb to provide power to initiate the diplay.
It seems I did not need to use this extra power usb cord with the 'active' dvi-d adaptor and it was causing a small wattage power loop to go back into the motherboard which was just enough to activate the cpu and case fans.
I assume this could happen with other devices which plug into the usb and use an external power scource like old external hard drives. I already replaced my psu twice because of this problem needlessly. In my case the monitor was giving adequate power to the vga to dvi-d adaptor and the aditional usb power cable was overkill!
Unplug everything except mouse, keyboard and har drive when trying to diagnose this problem.