I'm one of these people who has always been thin. In high school I took in an extra 2000 calories a day with the Joe Weiderman weight gain stuff (it was awful) and I didn't gain a pound. My mom was also very thin until her mid 30's, but she always ate a lot of junk. She still does and she's been overweight since and now has diabetes. I wondered if I would follow suit, but at 39 I'm still just over 5'7" and 110 pounds. I should actually be 115. However, my diet has always been different than many people's, including my mom's.
Frankly, I'm surprised at how much and how often people eat and the amount of empty calories. I was a vegetarian for 18 years... the only time I ever gained weight was as a vegan. I missed the fat and loaded up on too many carbs. I've never gotten into processed foods, avoid fat free and sugar free. Anything with high fructose corn syrup I find nauseating. I've never been a soda drinker. In fact the only time I like soda is when I'm eating something from del taco or pizza hut, what I consider junk food. I've wondered if there was some kind of connection there, i.e. bad calories go with bad calories. Water, coffee and wine are about the only liquids I drink.
I also have never been a fast food eater... taco bell or del taco or pizza hut maybe twice a year, but nothing outside of those. Also, I only eat when I'm truly hungry and this can fluctuate a lot. There are times where I'm surprised by how much I've eaten in a day and others when I realize that I haven't eaten a thing all day. Almost every dinner includes a salad. We use abundant amounts of olive oil for cooking and never buy salad dressing. Several nights are vegetarian. I rarely eat dessert. I eat my meal until I'm full and then I don't want to eat anything beyond that. I've noticed that we eat a good amount of mediterranean foods... French, Italian, Greek, etc... We do Asian and Indian as well.
I'm not sure if it's because of metabolism, or if my eating habits through my life have something to do with it, but since Panda asked about skinny people, I thought I'd throw it out there.
The poster who mentioned active... I can't still for too long.