This article is from the Big Folks Health FAQ, by firstname.lastname@example.org (Sharon Curtis) with numerous contributions by others.
Some studies show that heart problems are more prevalent in fat people.
This is connected to the fact that high blood pressure is more prevalent.
There are studies (trying to find references for these) that look at the
risk factors for heart problems that find no relation to weight,
after controlling for the effect of smoking, cholesterol levels and
References mentioned in the reference section have mixed results.
[Wil+] finds no link between BMI and heart disease.
[Man+] reports that obesity and weight gain is associated
with an increased incidence in coronary heart disease.
There also are studies indicating that cardiovascular risk factors decline
with weight loss (eg [Blo+]) and increase with weight gain (eg [AK]),
but there are few studies that indicate mortality risk is reduced with
weight loss, and there are some indeed that suggest that weight loss leads
to an increased mortality risk. e.g. see [HG]
Of interest might also be [DBSJ], which is primarily concerned with
very low calorie dieting, but some of the deaths of the men concerned
were from heart disease.