You made me look 
Depends on the size of the truck. According to the EPA, Tacomas suffer due to the 4WD, and fairy heavily - about 4 mpg combined. On Chevy 1500s, it doesn't make any difference. The F150 loses 1 mpg, as does the Tundra. The Ram 1500 is basically even between 4WD and 2WD.
Makes sense, I suppose. A bigger truck will be more bothered by wind resistance than rolling resistance, and the 4WD hardware is a smaller percentage of the total.
