One of the most effective ways to "persuade" people to log off when they've left is to get on their computer after they are gone and send some email as them.
Depending on their sense of humor, this could be a lot of fun. For example, send email to their co-workers that says:
"My friends and cow-orkers, I have joined a new religion that worships aardvarks. Please visit me and I will tell you all about it. Also, from this day forward, please address me with the name given by our high priest: moonbeam. One interesting aspect of this religion is that we don't believe in logging off our computers at night."