Break the problem down:
either -
1. the relay is still energized
2. the contacts are welding.
3. the relay is mechanically 'stiff' and it's spring isn't strong enough to pull the contact apart.
If the contacts had welded I would doubt tapping it would release them. Therefore I would look first at whether something is holding the relay in the 'on' state when it should be off. First try shorting the base and emitter of the transistor together, this will prove whether any bias current is making it partially conduct. If that doesn't make the contacts release, try shorting out the relay coil itself.
Brian.