The only thing "running" may have been wifi, but I'll bet you had some apps running in the background. This whole "you don't need to worry about apps running in the background; Your iPhone 4 will handle it!" BS from Apple is starting to seem really fishy to me. Double click the home key, and if there is anything in the bar that pops up, you've got apps in "suspended" mode (you'd hope...how would we ever know since we can't see a task manager?)
Case in point, I came back just now to find my phone (in sleep mode, without wifi, 3G, apps sleeping, or anything) at 99% after nine hours. Nine hours...and an entire percent hasn't even drained from the battery. Something running had to have been doing it, whether it was the wifi, or a rogue app, or push notifications, or whatever.
Try what I did, and see if you can't figure out what is causing it on your device. I'm going to slowly re-enable things and see if I can find the vampire.