Last night I wanted to fall asleep while listening to a new audio book (Einstein: His Life and Universe: Walter Isaacson)

but I didn't have an app with the feature as far as I knew. 

Turns out that all IOS devices have the Sleep Timer Feature Already Built-in to the Clock App.

To set a sleep timer for your iPhone, iPod, or iPad, simply click on the clock app

Now underneath the scrolling wheel, you will see a bar with the words "When Timer Ends", click on this bar.

Wait a minute, this is where you choose a tone for the timer right? Sure, but it's also the place where you can select the "Stop Playing" option.

Eureaka! Your iPhone had the sleep timer feature all along.

 I tried this feature yesterday and when I woke up this morning, my iPhone didn't die from running all night, and there was no audio book playing either. 

Will this feature work with other apps?

The native Music App seems to work, but I've also read that it will work with the YouTube App as well.

Here's the How-to Video Showing All The Steps