A lot of modern electronic equipment never goes completely off; instead, they go into a deep power-saving mode, powering down high-draw items (like hard drives, amps, displays, etc), but leaving key systems running--basically, they just go to sleep. If they're asleep, they can be awakened--it's all in how they're built. Computers have had this capability for years, normally called Wakeup on LAN.
Most cell phones are really tiny computers, and the digital phone network is, well, a network, so it's not a stretch to believe that there are hooks into the cellphones that can be accessed remotely. It all depends on how the phones are designed as to whether or not Big Brother is listening...