Why do I hear the underlying engine noise?

I was recently listening to my portable CD player in the car (using the cassette insert) and noticed that I could hear the noise of the car engine magnified through the car’s speaker. This also occurs on Greyhound Buses, Airplanes, and basically any other vehicle that has an internal headphone jack. Could you tell me why I hear this underlying noise?

Engine noise is very common in mobile audio applications. Two major causes are radiated noise and ground loops.

Radiated noise is where electronic noise (EMI) created by the engine (often, voltage through spark plug wires) radiates and is picked up by the signal wires which carry the music signal. This music signal + noise goes to the amplification stage and gets amplified to listenable levels.
Ground loops happen when one or more active components (CD, tape deck, EQ, crossover, amplifier, etc.) have significantly different resistance to ground. It is a mistake to assume that any point on the vehicles metal chassis is a good ground. That point still has to get all the way back to the negative battery terminal through the chassis.

To add to what honkeytonkwillie said, those cassette adapters are notorious for picking up serious EM noise. Nothing you can do about it really.