From Wikipedia (The article is heavy on the math and science involved, but the important part is at the very end):
I remember hearing a story, back when I was a kid (and really old TVs were brand new TVs), of somebody who was killed messing around inside a TV. At the time, I thought that must be BS, cause everybody knows things are safe once you unplug them. Sometime later, I learned about capacitors, and that it's really possible to get shocked by an unplugged eletrical device.Hazards and safety
Capacitors may retain a charge long after power is removed from a circuit; this charge can cause dangerous or even potentially fatal shocks or damage connected equipment. For example, even a seemingly innocuous device such as a disposable camera flash unit powered by a 1.5 volt AA battery contains a capacitor which may be charged to over 300 volts. This is easily capable of delivering a shock. Service procedures for electronic devices usually include instructions to discharge large or high-voltage capacitors. Capacitors may also have built-in discharge resistors to dissipate stored energy to a safe level within a few seconds after power is removed. High-voltage capacitors are stored with the terminals shorted, as protection from potentially dangerous voltages due to dielectric absorption.
Some old, large oil-filled capacitors contain polychlorinated biphenyls (PCBs). It is known that waste PCBs can leak into groundwater under landfills. Capacitors containing PCB were labelled as containing "Askarel" and several other trade names. PCB-filled capacitors are found in very old (pre 1975) fluorescent lamp ballasts, and other applications.
I'm certainly not enough of an electrician or appliance person to know anything more specific, but it seems worth mentioning...