Yes
If you leave your engine idling for a period of time, you'll hear the engine cooling fan cut in. This normally results in a small drop in engine RPM and the interior lights might dim slightly.

This is because the alternator (which provides electrical power to your car) is demanding a larger share of the power your engine produces which would otherwise be going to the wheels.

I wouldn't worry about the lights though, IIRC low beam uses something like 60-65 Watts, while the average car engine produces something like 80 KiloWatts. It'll only use a tiny amount more fuel.

Air conditioning and heated seats will steal much more energy than your headlights.
(Bicycle Repairman "you're also a bit of a wanker", Mon 27 Oct 2008, 15:31, Reply)