Ok, here is a weird one.

Here is what's happening.
2002 ML500
I get a really high pitched sound coming from the top part of the dash but eactly where is hard to say. I think it's above the COMMAND system, wife thinks it's left of the instrument cluster.
It starts from the moment when I turn the key in the ignition. It can last anywhere from 20 seconds to half an hour.
Some strange things:
The engine doesn't need to be running, the key just needs to be in position one or two for it to start.
It doesn't start without me moving the key in the ignition, but does not stop just because I take the key out.
The sound can happen when the fan for the cabin air system is OFF.
It normally happens when I get in the car in the morning - but it has happened whilst I'm driving and the temperature is 30 degrees c outside.
I'd say it happens more when it's cold.
I have had it come on when I put the key in the ignition and turn it the first click (before I make the engine fire) and then last through my commute, take the key out and lock the door. It was still going 5 minutes after leaving the vehicle.
It normally stops after about 90 seconds.
The sound is like a very high whistle - almost electronic, but not quite!
It's really annoying!
Thanks.

 

Its the fuse box/cpu fan. I just replaced mine.
The fan bearing squeels on startup.
Just replace it.

 

Thanks Rhodeislander.
I'll try that and report back.