Why does my new car battery keep dying overnight?

i have a 2004 VW Tuareg two weeks ago didnt start in the morning .. I went to a mechanic and he said that the battery was good and everything...and the lights were off last night and i woke up today to go to work and it wouldn't start IT WAS DEAD AGAIN does anybody know what can cause this? also i change the battery and the alternator twice ..but no luck ...there is nothing stay on in the car....there is something that drain the battery so quick ....any one have any idea please help