I think its interesting that even the extremely obese, while dying of other things, fit the trend of having a lesser chance of dying of lung cancer. I wonder whether there is a biochemical link between having body fat over a certain amount and the body being able to fight off certain forms of cancer (e.g lung).

Twoshort et al.: Wouldn't a significantly large number of people have to be undergoing rapid weight loss and dying for that to skew the numbers significantly? We're talking about on the order of 100,000 people per year. I find that rather unlikely. Especially considering the following quote (from near the end of the article):
"Researchers tried to rule out those who were thin, because they might have been already sick. They also ruled out smokers, and the results did not change."

They may keep coming back for more, but not more pairs of underwear ;)