Stepper Motor high frequency sound
Most stepper drivers limit current by "chopping" their drive output at some frequency.  Whether or not the actual frequency would seem to be slightly out of the range of human hearing, you can often hear it as a whine.  You could verify that the current chopping is related by applying a torque (i.e. grab the shaft with your fingers!) and seeing if the characteristics of the whine vary.  The fact that it varies with speed is a good indicator too.

Your controller may have some tuning for chopping frequency (on older controllers it was set by an external RC that was driven by an internal oscillator).  Some have a direct input for this (to chain multiple controllers together, but you can also drive it yourself).  Changing the current limit or the input voltage will result in different chopping behavior as well.