my radio and roof console used to stay on when i took my key out as long as i hadnt opened the door yet. no as soon as i turn my key off my engine sputters for a second shuts down and all my stuff turns off. anyone have any idea whats going on?

the sputtering and the lighting issue happened at the same time. i have a 2000 blazer

 

Seems like you may have an issue with the RAP circuit.

 

im not familiar with RAP circuit ive never heard that before. what is that?

 

it is the Reserve Aux Power Circuit. it keeps everything on, radio, power windows, and sunroof after the keep has been shut off.
your problem is either there, or possibly a door switch. any door that is open will make everything turn off when you turn the key off. check the back as well. as far as the engine sputtering, mine does that from time to time. i dont know why though.