https://www.youtube.com/watch?v=tCWs873dxdo

 
Check the video. This is my brand new EVGA GTX 1080 FTW.
There are no problems until I ran some game/3d application.
First seconds from video I am at Windows - everything is fine, you only hear fans.
After while i run game ... and result you see on video.
 
Its water cooled. So temp are never  above 50C.
PSU - EVGA supernova 850 T2
MB - EVGA Z170 Classified K
CPU - i7 6700k
 
Its pretty serious and horrible sound isnt it? What should i do?
 
Thank you

Its coil whine alright.  You can warranty exchange it, but you are going to have to put back on the original ACX 3.0 cooler to do so.
 
Contact EVGA via one of the methods listed here: http://www.evga.com/about/contactus/
 

Is it only happening in loading/menu screens or relatively less demanding games?

i'm having the same issue with my 1080 hybrid coil whine in every situation iddle or on high load,do you think it worth to send it for RMA?

phoenixst -> It happends always, not only in menus. Also in high demanding games, where fps are about 80+- or so.

Mine only whines when it hits crazy FPS numbers. For example in Kerbal Space Program during the loading screen FPS goes to 1000+ and it starts to coil whine which is understandable. But idle, demanding games or if vsync is enabled it is fine. If it whines all the time, I would be really annoyed.

Yes thats understandable. Vsync is not a really option for me -> 144hz monitor. But some games offer to lock framerates so I did some tests and its not whinening only when its about 30fps 0.650v 60-80w power draw. But ye I didnt bought GTX1080 to play games at 30fps. :D.

Yea basedan on what you are seeing, it's a fault in the card. The card will likely continue to work right, but the sound would drive me nuts and more than enough for a warranty replacement.