Fan running when car is completely off

I've had to get 3 new batteries within the last
month. Every time I take it in due to my car not
starting they just tell me the battery is completely
dead. But when I got home from work this morning
I heard a fan like noise running under the left side
of the backseat after the car was completely
turned off. When I left about 5 hours later it was
still running. Obviously this is what keeps draining
my battery but I wanted to know what is it and why
does it constantly run with the car completely off.