Why do we owe money if me and my wife have both filed 0 exemptions on our W-4 for the last year?

Me and my wife have always gotten returns in the past. But this year has been different and we have no idea why. Last year I had filed 1 on my W-4 and our return was small at the end of the year. We wanted a bigger refund, so going forward through 2015, I changed it to 0. Now this year, we owe the IRS quite a bit of money and I am confused as to why. We have no children, no mortgage, no house, no loans, no debt whatsoever. I do know we earned more money this year than in the past, but I thought that if you claimed 0 exemptions on the W-4, they would be taking more than enough out of each paycheck. I can't understand why we would owe them money. Anyone have any ideas?

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