18 years after you posted this, it proved to be very helpful! We are spending the holidays at our little mountain retreat cabin and suddenly had the same issue with the bathroom vent not shutting off, even with the wall switch in the off position. After removing the wall switch completely, the fan was still running (as long as breaker was on). Confused, I turned to the internet and came across this post. I realized then that I had played with the humidity controller (wall mounted dial) for the first time ever yesterday (we were told by the building inspector when we purchased the cabin to just leave it off, it wouldn't provide much benefit in this climate). Same result as you saw when turning that dial. I'm guessing the humidity control is hard wired to the bathroom vent in order to circulate air and draw moisture out when the humidity gets too high.
Glad I found this...saved me from calling an electrician to a relatively remote location.