Why won't my furnace shut off I replaced the thermstat but it still keeps running

If this is an electric furnace then the contactor went bad and is stuck in the on position. Needs changed out.

See below before you do any change outs of parts.

My furnace

This is very short on information, that is needed for someone to help you

The thermostat may not be level. Try leveling with a carpenter's level on leveling posts or with plumb line along alignment mark.