Recently I linked to a NY Times Magazine piece that noted your muscles become more efficient if you lose weight - eg .. if you go back to a "normal" diet, you'll gain weight back. (I would really like to see the paper(s) and how accurately that was quoted - did it adjust for BMR and physical work changes that came from the weight readjustment?)
But it turns out the writer of Sweat Science notes that muscles become more efficient as you gain weight - by a smaller amount, but they still change (again it would be interesting to read the paper(s))
This is pretty neat - if you don't dramatically over or undereat, your body should regulate well. Of course if you move to a new level the equilibrium is broken so you have to create a metastable state over time by carefully adjusting your eating.
One of the regular readers of this blog is someone who has a very difficult time holding her weight and gaining is essentially impossible for her. Her doctor tells her this is true of about 1-2% of the population and 1-2% of the population has the other problem - they naturally gain weight. The rest of us have control.