Sometimes electricity is essentially free. My home is heated by electricity (I live in California) - any watts that I spend mining bitcoins produces the same amount of heat as my electric heater, but has the advantageous side-effect of maybe making money.
(I don't actually do this because I don't have a desktop computer, and it's unclear if building one at this point will pay for itself before custom integrated circuits push the bitcoin difficulty so high that GPUs become worthless)