You don't mention what vehicle you drive, but, I have noticed the same sound from my 85 300D. In my case it became apparent only after I cut a hole in the rear deck to install a subwoofer. The diesel has this strange plastic tank, which is only an inch or so thick and lies horizontal to the rear deck, it's not the main tank.
I've never bothered to find out what this is, but my sloshing sound comes from it.
My solution to the problem...crank up the tunes.