Whenever I shut down my desktop now, everything shuts off except for the fans. The fans will not shut off unless I kill power to the computer (either by turning off the PSU or unplugging the computer). When I turn the PSU back on, the fans stay off. There are no apparent problems w/ the computer otherwise. The computer is performing a complete shutdown; i.e. it is not getting stuck and failing to properly shut off Windows -- everything completes correctly, only the fans don't shut off. This applies to at least the HSF and the case fans (I haven't checked the GPU but it's not running at 100% or anything like it sometimes does on certain computers pre-POST).

Edit: Forgot to mention that hard drive indicator is off (obviously), and power light is off as well. So other than the fans the computer is in all regards "off" (or at least thinks that it is).

Never heard of anything like this. I would try-

-Clear CMOS/Reset BIOS
-Reseating the 24 pin + 4 pin PSU -> motherboard connections.

Hmm I could see the case fans doing this, but CPU fan makes it interesting. Do what Triscuit said...

Some motherboards have a bogus feature that keeps fans running to "stop heat buildup" after power down. Yeah, because so much heat is being generated from a CPU that's off...

Anyway, maybe that's acting up so try resetting the BIOS. I actually had this problem many years ago on an old Athlon but I never figured it out.