It is a widely held belief in South Korea that you can suffocate if you leave a fan running in a closed room while you sleep.
Is there any truth or science behind this?
(See Wikipedia on Fan Deaths)
The excellent Skeptoid blog has an entry for this very question. It's an entertaining read and well sums up the typical reasoning behind the myth and debunks them. From his conclusion paragraph:
However, there's at least one remaining possibility that can explain what's being reported, and it doesn't require any new discoveries about anatomy or fans, or any special conditions. The simple fact is that we absolutely expect to see a correlation between summer deaths and fan usage. When it's hot and muggy in the summer, people are going to be running their fans; and when high-risk elderly people happen to die from whatever heat-related cause, it's perfectly likely that a running fan will be found nearby. The perception of a causal relationship between the two will be reinforced every time it's confirmed by another such body being found.