A transformer consists of 1 or more coils of copper wire wound around 'laminations' which are thin sheets of steel placed on top of each other to form a block.
With age these laminations can get loose and start to vibrate at the same frequency of the supply...this is normal but can be annoying.
I have heard one person recommend pouring some super glue into the gaps between the laminations on all sides of the block in order to stop them vibrating but I don't know if this will work...worth a try though since large transformers cost a packet.
Either that or put it in a soundproof box...or another room
