2000 Cadillac Escalade Overhead Light Stays On

Which overhead light(s). Is it a map/reading light, center or rear dome lamp?

middle light.

The middle light being the one behind the front row and the second row? Are any of the override switches pressed, is it only lit up on the right or left sides? Does the rear dome lamp work when it is supposed to be on?

Actually its all my interior lights i just never paid attention...i pulled out the fuse for them but wish i didint have to because now i have to lock every door manualy.

What about the push button override switch that is on your headlamp switch? If they can be overridden, you would not have to remove the fuse. I might suspect a fault in a door jamb switch, that is indicating a door open that actually is not? There are jamb switches at each door, and 1-2 on the cargo doors. The switches close with a door open. There should only be one wire to each, they ground to the body to complete the circuit. If you removed each one and fixed the wire to where it didn't contact ground, you may be able to isolate it that way.