Is it okay for a PhD supervisor to claim co-authorship... even if it's my work, and he didn't ask?
In a number of fields it's standard for the supervisor to be listed as the last author on papers or presentations that their students produce. This is because the supervisor helps in a number of ways, some of them indirectly: they get grant money, they train you to use the lab, they train you to do statistics... or they might make suggestions for the research design, the main theoretical focus of the presentation/manuscript, etc. If I wouldn't list my supervisor on a conference presentation, the only possible reason would be that it slipped my mind to add his name. 

I would therefore ask other PhD students in your department what the standard is in this case, because your supervisor might not think that he's doing something wrong.