Many appliances are drawing power even when they're not in use. If you touch a plugged in wall wart, you'll feel that it's warm, even whan it's not powering anything. That heat energy represents electricity being consumed. Anything with a lit LED, anything that can be turned on by remote control, anything with a clock -- all of it is using electricity. The amount, in each case, is apt to be small. But, incredibly, it's estimated that 10% of residential energy usage is standby power.
Avoiding it is straightforward -- an inexpensive power strip with a switch will do it. We keep one on our designated gadget shelf, where our rechargeable devices' chargers live -- we only plug in the ones we need at the moment, and the switch makes it easy to kill the power when they're done. Our TV and stereo are plugged into another, so we have to flip a switch manually before we can start using the remote. It's not a hardship.
If you're curious about how much energy a device is using, there are affordable electricity meters that'll let you measure it.