The short answer...all of them, if taken in excess.
You see, there is no such thing as a 'fattening food'.
There are foods which may be more calorically dense than others and thus easy for you to over-eat.
Most processed foods are high in calories, so it is best for you to stick to filling yourself up on vegetables, lean meats, and a few fruits for the most part.
Also, there are no foods that put fat on your thighs and only your thighs, that just happens to be where your body decides to place excess calories, it is very individual but a lot of women tend to hold weight in that area (and men their gut).
Just minimize your intake of processed foods and make a habit of filling yourself up on veggies/salads before your meals and that should help you to better control your weight.
Your DNA has a lot to do with body type, also how MUCH food you are taking in. Not what foods.
You don't indicate whether you want heavy thighs or want to avoid them, anyhow thick thighs and calves can develop noticably from pedalling on a bike. It takes a little exertion of course.