I have a 1998 Jetta - something stays on after the car is turned off and drains the battery - it could be a fan but the sound is more high pitched than a fan noise (similar to the sound if something is stuck in the vacuum cleaner hose) - the noise is also there when the car is running - it is definatly coming from the engine area - what could it be????

 

well when the car first shuts off, there's the after-run cooling fans. Switch could be broke keeping the fan on, or you have a dead cell in the battery and it needs to be changed.