The genetic propensity is a giant part of this; anyone who's ever complained about a friend who eats and eats and never gains weight has seen this in action.
The human body evolved to want to eat lots of carbohydrates when they were available plentiful- at the end of the natural growing season- so that there would be stored fat available for the leaner winter months. We've managed to completely disrupt this mechanism by having carbohydrates available year round. What's even worse, then, is that many of the carbohydrate-rich foods that are readily available are those with the least nutritive content. Both blueberries and potatoes are nutritionally labeled as 'carbohydrates'. Take 100 calories of each; which one has less nutrition and far less cost?
Fast food is an addiction; I was addicted to it for a couple of years myself. These 'evil' corporations (and I use that term purposefully, as I'll show) employ food scientists to manipulate the marketing and packaging of fast food to make us crave it more and more; McDonalds is probably the worst offender. For example: ever notice the size of the straws at McDonalds? they're wider than most everywhere else. The food itself is also designed to make you want to eat more and more of it. This is just like tobacco companies adding nicotine to cigarettes, except that fast food companies are using salt rather than psychoactive drugs.
Another big point that tends to get overlooked is consumption of water. Natural, raw foods are very high in water content. Processed foods are very low in water, plus are generally high in salt which increases need for water. Without enough water, your body will physically not be able to metabolize stored fat. It is generally said that most feelings of hunger are actually signs of dehydration. Satiate your thirst (or, actually, hunger) with a diuretic such as soda, water, or coffee and you'll just need more water.
Of course exercise won't make you lose weight; physical activity is important for other reasons. These reasons, such as maintenance of skeleto-muscular and cardio-vascular strength, are important for all people, regardless of obesity status. The human body is designed to work and when physical work is removed from our environment, it is natural to see that our body suffers.