For your basic home computer it is thoroughly impossible for a malicious coder to arbitrarily access your machine when it is switched off - this is due to nothing being active on the machine. For example, if you have an ADSL USB modem, that draws power from the computer, ergo if the computer is unpowered, your connection to the internet is severed and so no communications can travel to your computer. If you are using a router that you leave permanently on, you would need to first hack the router to add some form of forwarding software to ensure that anything you do send to that connection gets forwarded to a computer attached to it. And then you would need to ensure that the computer was awake to listen to such communications.
In Windows Vista, there is, however, a "half-awake" mode of operation. I'm not sure how it works or if it can be abused - I think you need specific hardware to support this.
However, a malicious coder could potentially insert code into your machine to "wake up" every so often and listen to stuff - although I suspect it would also need to hijack the shutdown routine to enable this.
They invent an awful lot of rubbish in the movies.
