Lots of things we eat are labeled as having zero calories. Some even use it for marketing, such as Splenda.

It is interesting to note that while these items are low in calories, they are usually not devoid of them. The reason they are labeled as such has to do with labeling laws, not science.

According to US FDA labeling codes,

The terms "calorie free," "free of calories," "no calories," "zero calories," "without calories," "trivial source of calories," "negligible source of calories," or "dietarily insignificant source of calories" may be used on the label or in the labeling of foods, provided that The food contains less than 5 calories per reference amount customarily consumed and per labeled serving.
www.accessdata.fda.gov/s
cripts/cdrh/cfdocs/cfcfr/C
FRSearch.cfm?fr=101.60

In other words, if a "serving" has fewer than 5 calories, then the manufacturer can label the food as "zero calories."

Here's a specific example. A standard 1g packet of Splenda contains 3.36 calories, mostly coming from the dextrose and maltodextrin used to provide bulk to the product. (Sucralose is very very sweet, so only a tiny amount is contained in a single packet, and itself contains negligible calorie content.)

For contrast, a standard 2.8g packet of granulated sugar contains 10.8 calories.
en.wikipedia.org/wiki/Sp
lenda#Energy_.28caloric.29
_content

Having a packet of Splenda instead of granulated sugar is saving you 7.44 calories.

I'm not going to get into the debate here about whether non-nutritive sweeteners such as sucralose, saccharin, aspartame, or stevia are bad for you. But what I do want to point out is that a "zero calorie" serving of something usually isn't.

So, if you use a lot of these products and you care about tracking your food accurately, then you should assume that a serving of something that labeled "zero calories" actually is 4 calories. And you should track it as such. Just sayin'

EDIT:
How funny. I am listening to old episodes of the Fitcast and in the one I heard last night they happened to discuss this exact same topic with Tom Venuto.
thefitcast.com/episode-1
66-what-women-want-w-tom-v
enuto

And they brought up the very good point that I failed to make above, that the labeling game for manufacturers is to shrink the "serving" size down to where it's under 5 calories so they can label the whole thing "zero calories."