Concerning thermodynamics: Unless you are a professional athlete, the majority of your calorie consumption goes towards keeping your internal organs alive and working, and maintaining your internal body temperature. Your body has numerous mechanisms for saving on these, such as making you extremely tired, or shutting down capillary blood flow to the skin.
Quite a few studies show that fat people do not eat more than thin people, but that the fat people are less active. Once upon a time I clawed through the net and collected references, but I don't know if I could find them again.
There was a story very recently supporting exactly this - I'll see if I can find it. ETA: found it: http://news.bbc.co.uk/1/hi/health/6206572.stm