This is gonna sound kind lame but did you turn the lamps off with the turn signal indicator column? Thats the first thing I would check, try rolling the light on and off with the column, you may have a faulty relay that's stuck in the open position or even a faulty brake lamp switch.
The universal procedure would be to check the DRL controls first and if that's not it get under your dash and look for the brake lamp switch, its usually attached to a bracket and your brake pedal assembly makes contact with the switch near the pedal hanging hardware. Sometimes the brackets are bent out of whack or the switch fails. You can always check it by disconnecting the switch at the pedal and see if the lamps go out.
To give you more information we need to know the your and model or your vehicle. then we can give you more specific instruction.
13 WRX Hatch - Cobb OTS Stage 1