Hi Steve,
I thought I'd pass on some tips that I have been using the last few months with some success (they sound like common sense tips, so sorry if it sounds patronising but when I finally put them into practice they began working).
Firstly, I'm not sure if you have diabetes (I do, controlled by insulin), but blood sugar levels need to be perfect (most of the time) in order to gain weight. I have always had good control but I have been particularly vigilant with my insulin dosages etc to maintain my sugars.
If you can, consume full fat milk, in fact full fat anything.. (I hated the taste of full fat milk so I would only ever have skim milk but now I switched to soy milk, which I love and drink about a litre daily... it has about 9grams of fat / glass!). This was an easy way for me to introduce fat / calories without having to eat 'bulk'. Like the others have said, milkshakes etc are great.
Cheese is a great source of protein / fat / Kj, so hopefully you can tolerate cheese.
Avacados, nuts are also great, they're packed full of nutrition and have lots of good fats / protein for a relatively 'small sized' food. Also dried fruits like apricots, sultanas are loaded with kilojoules and are handy to carry around.
I don't want to offend anyone on this site, but I have always stayed away from fried foods / take aways, I know they're packed full of fat / calories but I prefer to get my fats etc from more healthier foods, I just feel sick from hot chips or McDonalds etc.
Oh and lastly, I make my mashed potatoes with lots of butter and cream (with some cheese on top also)..Mmmmm !