I've heard that the fashion of skinny women is partly due to the high number of gay men in the fashion industry. They like that thin, boyish look.
Another reason is that film and TV project a 2-D image of a 3-D world, which makes things appear larger than they really are. For this reason, sets are made smaller than in actual life so that they will appear the right size on the screen. The same thing goes for people. Many actors, male and female, are smaller than average. Thin is preferred by the camera since, when projected, the person looks more "normal."