It sounds like they need more money sinks.
You can give them all sorts of opportunities to spend money in so many different ways - the important thing is to make them feel like they've gotten something from their expense. Maybe they could get a bonus to charisma with a certain group of NPC's cause they bought them a huge round of drinks, or if they're a higher level you could let them buy the deed to a ruined castle (Which they would then have to spend more money to rebuild and refit).
If you're feeling nasty and need a plot hook you could have a particular thief steal from their coin purses. Most likely they'll hunt him down at which point you can give them some other non gold reward for their troubles - maybe a magic item or a new NPC connection to help them with whatever they're working on.
But maybe that's all too much, and you're only trying to get rid of a little gold. In that case, just make sure they pay for the little things you'd have to pay for in real life. Eating out at a tavern? Maybe there's a plague or flu and the price of meat has sky-rocketed, or the ale shipment was hijacked. The price doesn't have to be the same as it says in the DMG. It's your game, and things like this will slowly whittle away at the party wallets while adding to the immersion and helping your world feel even more real.