It’s a really strange thing. Most phones can charge while they are turned off and for a while I thought the iPhone couldn’t because it never gave that impression 😛
So I tried plugging it in to charge and then holding down the power-off button until the red slider appeared. I then dragged the slider to the right as to turn the phone off.
A few hours later I came back and started the phone up and I was quite suprised when I saw that the phone had actually fully charged while it was off!
So there you have it! It does actually works correctly.