The built in developer tools for Firefox
and Chrome should display a little diagram that tells you the padding, borders and margin on the currently selected item (as well as it's dimensions), that's often handy for tracking down stray margins. Then, once you've found which part of the page has the extra padding/margin the list above it will also tell you where that rule is coming from.
Are you only having this problem on "short" pages? Sometimes you need to set height to 100% on html and body if the content doesn't take up enough space.
edit: just re-read one of your earlier posts: "The body part of the page stops just above the footer, but the html part encompases the footer. "
The footer (tag or div) should really be inside the body tag so you may have an extra open, or missing close, tag somewhere.