My 95 Jeep Grand cherokee dies when i turn it off.

your idle air control valve is going out located behind the throttle body.

have you tried to replace your fuel injectors or your spark plugsif not try checking your fuel injectors electric socketit couid be loose

check the asr auto shut down relay

First check fuel pressure, This sounds like a fuel issue

I found out the hard way the best price for a Jeep Grand Cherokee battery. I bought one at a local autoparts place in Ohio because I was out of town when mine went bad. I went to my Local Sam's Club and found the same battery for just over half of the cost at the Autoparts counter.

hi i think its the camshaft censer

I would check the dealer for any TSBs

Take air intake duct off at throttle body and spray WD-40 into throttle body with plate open, then try to start, if it fires up for a second, then dies, it's a fuel delivery problem.

If you had a blown head gasket you should have water/coolant all over or in your oil. Check your throttle positioning sensor according to specs in your haynes manual. My 02 jeep grand cherokee was chattering while I was driving and ended up dying on the highway and I coasted into this town and luckly an auto parts store was right there. I tested it and it cost me 70 dollars.

First, check to see if any vacuum hoses have split or fallen off. Next, check codes.(if an 02 sensor code comes up, ignore it at this point) I would also remove and clean idle air control valve (close to throttle position sensor on throttle body) When cleaning, clean out the port in the body and spray off valve end but do not turn it. I don't remember seeing an egr valve on any of these engines but if you have one, remove and clean it as well. You have a good clean fuel filter in there and cap, wires and rotor are in good shape, right?? This is not a specific cure, but will get you moving in the right direction!
good luck