I lived in South Korea for some time and was amazed by the strong belief in 'fan death'. Even doctors are known to promote the idea that sleeping with a fan on requires a window to be open...or else! (Of course many people ignore this advice but it doesn't stop others believing!)
Hi there, I have never heard of it being a common belief anywhere except South Korea. I think the article I linked to explains it fairly well, basically people DO think you will die if you sleep with a fan on and the doors and windows closed! Personally I think it originates from a time when the government wanted to save power.