Some people with small-cell lung cancer get Cushing's syndrome. The cancer may tell your body to make a hormone called ACTH, which raises the level of cortisol. This leads to fluid retention and weight gain. (You may bruise really easily and feel drowsy, too.)
On the other hand, hypercalcemia and SIADH, a hormone problem that affects your kidneys, tend to make you lose your appetite, so you may start to drop pounds without trying.