Given all the inefficiencies, is it "free" to plug in, say, a
smartphone into a car to charge while I am driving?
Short answer: no (but it's so hard to measure the impact that it be hard for you to tell).
Remember, the alternator has to power everything connected to the electrical system. Charging the battery is a big load at first but drops off as the battery reaches a full charge. Your wonderfully beefy stereo also draws a bunch of power. Lights are another surprisingly large load: remember all those horribly inefficient incandescent bulbs that everyone is replacing in their houses? In the right circumstances, I can observe my engine idle dropping a bit using only the lights (if I go from full dark to high beams).
Worse, the alternator isn't particularly efficient itself. Let's look at the Wikipedia article for a summary of why:
Efficiency of automotive alternators is limited by fan cooling loss,
bearing loss, iron loss, copper loss, and the voltage drop in the
diode bridges. At partial load efficiency is between 50-62% depending
on the size of alternator and varies with alternator speed. This is
similar to very small high-performance permanent magnet alternators,
such as those used for bicycle lighting systems, which achieve an
efficiency around 60%.
So, even before you plug in your phone, the alternator is already coping with a variety of much larger loads including its own internal inefficiencies. So, if you hook up a 2.1 amp charger to an alternator that is rated for 50-70 amps, yes, you are drawing more current. You are also putting more inductive load on the alternator which, therefore, puts more of a load on the entire mechanical system.
Are you going to be able to tell? Not without a careful experimental procedure.
If it's not free, where specifically does the energy come from? Does
the alternator put a higher physical load on the engine?
Yes (but not nearly as high a load as actually moving the car). Again, using a wikipedia article as a starting point:
Alternators generate electricity using the same principle as DC
generators, namely, when the magnetic field around a conductor
changes, a current is induced in the conductor. Typically, a rotating
magnet, called the rotor turns within a stationary set of conductors
wound in coils on an iron core, called the stator. The field cuts
across the conductors, generating an induced EMF (electromotive
force), as the mechanical input causes the rotor to turn.
So, at an incredibly simplified level, you can think of an alternator as something similar to a water pump except that, instead of creating a water current, it's creating an electrical current.
This current then alternates direction very fast, which you'd never do with a water pump as it would cause cavitation. The analogy breaks down pretty fast but let's hand wave our way past that part....
Anything electrical connected to the system needs that current to flow. If you add more load to the electrical system, that will eventually translate into more mechanical work for the alternator to create that original current. As the engine turns the alternator, eventually this all results in the engine doing more work.