(Part 6 of 12 in series, Stephan Guyenet's "Whole Health Source")
Body fat produces a hormone called leptin, which signals to the brain and other organs to decrease appetite, increase the metabolic rate and increase physical activity. More fat means more leptin, which then causes the extra fat to be burned. The little glitch is that some people become resistant to leptin, so that their brain doesn’t hear the fat tissue screaming that it’s already full. Leptin resistance nearly always accompanies obesity, because it’s a precondition of significant fat gain.~ Stephan Guyenet from, http://wholehealthsource.blogspot.com/2010/01/body-fat-setpoint-part-ii-mechanisms-of.html
This part of his series is short and non-technical. But his whole series is, probably, the greatest explanation of why one gets fat which I have ever read.