Again this thread is quite old and I don't know if anyone still needs help with this.

I have experienced this problem with my 01 Tribute. Shifter is on the column, and the park indicator does not show when the key won't come out. I found that by pulling the shift lever toward the steering wheel and letting it slam back usually illuminates the park indicator and I can remove the key. It has further deteriorated to the point that I usually have to forcefully slam the shifter toward the instrument cluster to get it to illuminate the park symbol and remove the key. I can manage it that way but my wife hates it, and it's her car. I imagine that there is a switch somewhere that is not clean, but I do not know where to look for the switch.

This is an old thread, but is a top result and valid even more as the cars are getting older.
The solenoid that does the key locking has not been changed in the last 50 years so what I experienced with my 2010 Mazda 6 should be pretty universal:
At the back side of the ignition cylinder is a small solenoid that has a pin which is engaged when not in Park.
When you go into Park, the solenoid turns off, and the pin falls down under it's own weight.
The thing is: the solenoid is attached under 45 degree and is not dustproof. So, a bit of dust, and the fact the pin already has some traction, and you'll get a pin that doesn't come down when solenoid is disengaged..
For my Mazda this solenoid is not a separate part number but is a part of the ignition cylinder. So I've bought the cylinder of eBay and took only the solenoid.
But you can just remove the solenoid but then it's dangerous - you are able to take out your key even if not in Park.

While this is an old thread, the problem still exists for some of us older Tribute owners, so, finding this thread was great, as it pretty much describes what has just started to happen with our 2003 Tribute. Our mechanic didn't know what the actual problem is but was pretty sure of the location of it. Getting parts to fix it though was the next problem. Between my son and our mechanic we are pretty sure we can now get the car fixed for not too much $. I have bookmarked this thread so i can show the information on it to our mechanic to help him pinpoint the exact problem area and then get the appropriate parts, if required.