Optoisolator not turning off
First check the voltage rating of the opto outputs.  Can they really withstand 200 V?  What leakage are the optos specified for.  Is that maybe what you're seeing?

Second, how do you know the opto is really leaking?  Is it just because you see some of the segments dimly lit when they should be off?  This might be due to turn off time, not leakage.  How fast are you turning on the segment drivers after having switched the previous anode off?  Perhaps you just have to wait longer.

If neither of the above are the cause, then put a pulldown resitor on each anode.  However, you have to be careful about the value since you probably don't want to dissipate too much power.  For example, a 100 k&Omega; would dissipate 400 mW when that tube is on.  Of course each tube will only be on 1/6 of the time at most, so that's only 67 mW on average.  Also make sure that you use a resistor rated for the voltage, not just the power.