Go check it out.
http://standby.lbl.gov/Data/SummaryChart.html
It may not make all that much difference to you or your energy bill, but just multiply this by millions of appliances in the US and you can get a sense of the energy savings impact we could have if we fully turned off all the appliances that we could.
The FAQ explains it fairly clearly.
Anything with an external power supply (wallpack), remote control, or clock display require standby electricity.
Some of the most common products are TVs, VCRs, cable boxes, stereo systems, and telephone answering machines. Our Data page presents measured standby power use of these and other domestic appliances.
The message is, not everything needs stand by power, turn off what you can.