Depending on the year, it's a fan noise for the climate control. It is supposed to continue to cool the interior in the summer and heat the interior in the winter after you turn the engine off. It runs approx. 5 mins. The new ML's have a switch on the dash so you can turn it on or off. The noise "bugs" me, however and I don't think that it helps much.

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Paul 1987 300 SDL; 2000 ML; '69 MGB; '68 VW Fastback