This article is from the Big Folks Health FAQ, by email@example.com (Sharon Curtis) with numerous contributions by others.
A quote from [GW]: "Certain types of cancer appear to be more common
with obesity (e.g. obese women have higher rates of gallbladder,
biliary duct, endometrial, postmenopausal breast and cervical cancer;
obese men have higher rates of colon and prostate cancer). But obesity
appears to protect against overall cancer death and against death from
specific cancer types that are the leading causes of cancer death
(e.g. in women, premenopausal breast, lung, stomach, and colon, and in
men, lung and stomach"
There have also been several anecdotes in a.s.b-f about how fat can
protect against cancer.
Relevant references include [EH], [NRC], [Wil+].