It has been know for a long time that exercise does not help people lose weight. Whilst there are other health benefit to exercise, the old maxim, "you cannot out run a bad diet" holds true. It was believed that this was so because of a number of reasons. Firstly, the most intense work outs do not burn of the equivalent amount of calories in a chocolate biscuits. Skip two biscuits a day and you would lose more weight than you ever could in a gym session. Another finding is that people who do go to the gym become more sedentary after a gym session. So for every 1000 calories you burn in the gym, you do 1,000 less calories that day after.
But, Scientific American reported an even more intriguing finding. They studied the amount of calories people burned around the world from New Yorkers, to Bolivian Farmers and hunter / gatherers in Central Africa. What they found was that everyone pretty much burns the same amount of calories each day. it strongly suggests that there is an economy of calories in the body. Muscles are one system that burns calories, but so do others like your brain for example. So as you increase calorie expenditure in one area, like your muscles, the other systems stop burning calories. This means that your body is capped as to how many calories it can burn a day, regardless almost of activity levels.
I think this an interesting study which demonstrates how good research can show what we take at face value to be different to reality.