Just about every device you plug into a wall consumes power whether it is on or not.
Why? Simple - the switch usually interrupts the output voltage of the transformer, not the input voltage. This means that power is ALWAYS running through the transformer coil in the machine (nothing but irons, hot plates, and some lights run at a full 120v, just about everything else needs to convert the voltage down. If it doesn't use an adapter, the adapter is just hidden inside the machine as a permanent part)
Why would someone do this? Easy. Ease of use. Remotes need power to receive a signal, so any device with a remote is ALWAYS on. Tv tubes would be as slow to start today as they were in the 50ies if they weren't kept in a "warm" state.
Heck, even your doorbell is hooked to a 12volt transformer which is ALWAYS running (it wouldn't be too safe to run 120volts to something that people mash on that could get wet).
Just turn all your devices off and go watch your power meter spin!
Fortunately, you CAN get some relief by converting some of your computers to lower powered dedicated boxes. Want a file server? Get a network attached storage device instead of a computer. Firewall? Most cable routers do that job and consume a fraction of a computer.
I figure my power bill drops at least 20 dollars a month for each server I take offline and replace with a dedicated brick.
Oh, and LCD displays consume a LOT less power than a tube display just because they don't need to keep an electron gun hot and ready at all times.