Peanut butter
Almond butter
Coconut oil
Coconut milk (undiluted, unaduletarated with inert thickener)
Olive oil
Nuts (but unless chewed well you won't get their full caloric value)
MCT
Double cream (without thickener, 48%+ fat)
Clotted cream (without thickener, 55%+ fat)
Marscapone (~75% fat)
Chinese style crispy skin pork (crispy skin is due to layer of fat)
Chinese style roast duck
Tiramisu (contains egg yolks and marscapone)
Butter (IIRC Mike Matarazzo's late night meal when he was young and trying to gain weight was one whole loaf of toasted and buttered bread)
High quality ice cream (i.e. without indigestible thickeners, contains buttermilk, sugar, egg yolks)