I hope I'm not repeating a topic here.
There is an urban legend in Korea. Some people believe that if you fall asleep with a fan running, it can kill you.
Here's an actual Korean news report:
http://www.youtube.com/watch?v=lqGluU6SfaU
here's the wiki entry:
http://en.wikipedia.org/wiki/Fan_death
I'm thinking about this because I just bought a fan and it has a timer on it.