The holidays are long over, but many Americans still have something to remember them by: extra pounds of fat. Our collective effort to fight the bulge makes the first few months of the new year the peak sales period for the U.S. dieting industry. Americans spend a fortune each year trying to get rid of fat, but the flab often creeps back, despite our best efforts. It seems as if our fat has a mind of its own—which, it turns out, isn’t as far-fetched as it sounds.

We usually think of fat as unhealthy excess storage to be gotten...