Physics allows four ways to transfer energy from any system (such as an engine). These are work,heat,matter,and radiation.
Energy is lost in any of these forms. Normally when we talk of work from an engine we talk of piston work---the captured part. Wasted work (boundary work done by the vibrating engine on the air, engine mounts, etc.) is the energy lost as work. This is on the same footing as energy lost as heat via the cooling system, energy lost as thermal radiation (photons from the hot engine), and energy lost with matter in the exhaust.
The fraction of this energy that can be actually converted to work (if we put piezoelectric vibration devices for example) is called its exergy. In most cases either the energy is small and/or its exergy (the redeemable fraction of that energy) is even smaller. In the case of vibration the energy is very small as others have mentioned above.
Biggest inefficiency in combustion engines is due to the irreversible destruction of exergy of the fuel (energy in matter) when it is converted to combustion products. After this, the energy in the exhaust (again energy in matter) has biggest exergy which is usually not captured in automotive engines but utilized in power generation gas turbine engines using a steam cycle. Then comes the exergy in lost heat transfer (cooling in cylinder walls etc). Some attempts are being made to capture this exergy using thermoelectrics. But that is a topic for another discussion. Vibration and radiation emitted from engines are typically very small.