I've had a bad power supply do this, and a HDD do this, although the HDD never failed. Both in a desktop though.
I can't really think of any advice for narrowing it down at the moment...
Do you leave it plugged in all the time? If so, and I don't even know it this would matter, but try unplugging it, then shut down and see if it does this.
Also, try shutting it down several times, each time try your best to distinguish where the sound is coming from, if you can narrow it down, find a picture online of your computer, use MS Paint to place an X where you hear the sound, or the general area outlined, and post it here.