Just like when you're driving with headlights on, when the alternator has to supply a higher amperage to compensate for the extra drain on the battery. This can reduce your MPG by around 1¼ to 1½%.
There's an ongoing argument about whether driving with a window wound down, causing extra turbulence, uses more fuel than running the air-con to cool the car.
I've never seen a definitive answer. Mythbusters did trials a couple of times without drawing a firm conclusion.
Hi, Graham....the report I read....don't know if it's right....said windows down when stationary....closed and aircon on when moving.....though it has to be aircon for me, but I'm usually driving....fairly quickly.....☺
Thanks, Graham....did you notice one of their recommendations? Aircon off, windows closed and buy...for a few hundred dollars...an ice vest to stay cool whilst driving....and saving fuel......☺