I attached a pic last night I had smoke coming from this part and it made a loud whining noise....is this my air pump?>

 

Yes, yes it is.

 

This afternoon I parked my car and went into a store for about 10 minutes. When I got back i heard the whirring sound of a shop vac coming from under my hood. I drove a couple of miles back to work and it was still running even when the engine was turned off. I located the part (air pump) but didn't know what it was. I quickly ran out to a local repair shop where they pulled the plug on it. It was crazy hot and smelled a little like burning, but it still appears to function. No CEL or anything abnormal.

After we plugged it back in and I started the car it's been functioning properly (i.e. shutting off when the car is off). Thoughts? If it's a failing relay, should I have it proactively replaced? I'm currently unplugging the air pump when I'm not driving, just in case it decides to start up and I'm not around to hear it.

 

Have a look at the relay for the air pump inside the RCM, if the contacts are burnt you could clean them up.Replacement of that relay would be a good idea if that is the problem.
I am assuming that you switched off the engine when you went into the shop.
There is a thread that shows the burnt contacts.

 

Yes, I shut off the engine at the repair shop to show them the issue. It's only been unplugged while the engine is off.

I think I found the thread you're talking about: https://www.crossfireforum.org/forum...conundrum.html

Thanks onehundred80, I'll play with it this weekend.