Detect headlights left on when engine not running
simulate this circuit &ndash; Schematic created using CircuitLab
Figure 1. A possible solution that uses a simple buzzer getting its ground return through the various loads connected to the ignition circuit.
D1 prevents the buzzer sounding if the ignition is on and the lights are off. A buzzer with integrated electronics is unlikely to like reverse polarity anyway and the diode protects against that too.