Inside virtually every phone charger is a transformer. Transformers have a finite resistance, and hence there will always be current flowing through them if they are plugged in, even if there is no load (i.e. nothing charging). That's basic physics.
But the obvious follow-up question is: how much energy does it use?
Estimates vary, but its certainly not much. This article claims (without reference) that its 1-5 watts. This pageThis page claims that it's less than half of a watt. And further claims that this represents one hundredth of a percent of a typical person's usage. This article gives more figures for different standbys, and gives that for a phone charger at about 0.4W. You can consume that power for 380 days to get the same amount of energy as a hot bath. Of course with very many people using phone chargers, that can add up to a very large amount of electricity.