How can you locate the problem if a 1995 Buick Skylark headlights will not shut off?

Try disconnecting your negative battery cable for a few minutes then put it back on, sometimes the lighting circuit gets confused, mine did, removing power from it may reset whatever is confused. That has worked for me with my 1995 Skylark.

As a last resort you can remove the headlight circuit breaker or fuse. You would have to put it back in when you drive at night of course.