what causes my battery to drain?

I hope you can help.

I have an 86 full size Bronco with a plow. I bought a new battery for it, started it and it was fine. The next day I go to start the Bronco and the battery is dead. Thought it was a bad battery so I bought another. It did the same thing. What could be draining the battery? It isn't anything left on such as lights. It has to be in the engine or plow.

Thanks for your help,

Dan