I have similar problems. I will holler at the kids to remember to turn lights off in rooms when they are done.
I'll walk through the whole house, turn the lights off in each room. by the time I return to the first room, ALL THE LIGHTS ARE BACK ON AGAIN!!!
And I don't even see the kids around...HOW DOES THIS HAPPEN? I ask the kids who keeps turning the lights on, and each one says "Not me!".
I think my house is possessed too.