Why do I feel 'electricity' when bridging my macbook and a double insulated charger?
Most switching power supplies use an EMI filter on the front, that looks like this:







The "ground" is connected to the "ground" on the secondary side as well as the earth pin on the plug. If the plug has no earth pin (or the socket does not have it), then when you touch it and an earthed object, a small current flows trough caps C2 and C3.

In most power supplies there is also a small capacitor bridging the primary and secondary windings of the transformer (again, for EMI reasons).