How much power is really wasted by a wall wart?
How much gas is wasted by a car?  It depends on the manufacturer and particular model.

Old AC/DC converters just had a large transformer, some diodes, and a capacitor, but nowadays many are switching converters that offer better regulation, improved efficiency, and smaller size.

From the couple transformers I've looked at on Digi-Key, all the Energy Star level IV and V transformers have a maximum of 0.5 W usage at no-load.

Energy Star has a whole report on this, and fancy graph (on page 5):