Yep. I have that problem. One of my cats is a very slender Siamese who I doubt could put on weight if he tried - he's an indoor-only cat, but wayyyy active. One of my others is a Himalayan cross that has been fat from day one and who cries every time I walk near where the food is stored. This is as close as she gets to exercising...
(And that's actually from when she was younger and slightly less chubby than she is now...