This is a topic I know to be true for two reasons: 1) I struggled with fatty food addictions growing up (still do today!!!) and 2) My PhD studies focus on addiction and how it affects the brain.
There has been some really good research going on in this area and finding out how certain types of high fat food (cheesecake, big macs, etc.) affect our brain. Here is a good article that digests the science in a way that is easily understood. For those of you who are interested in the detailed science, let me know. I can get you copies of the specific science journals that report some of these findings.
Click on the big mac to find the link: