The only study I've seen, and this was probably 6 years ago...was one that compared people on a weight loss diet & exercise plan. half the people had "enough" calcium and the other half were given a deficiency on purpose.
those with enough calcium lost a little more weight, something like 5%, but it was only a 6 week study, so its hard to really say. plus, you SHOULD already be eating right and getting enough calcium through leafy green veggies, dairy, and that daily multivitamin for insurance.
Its a good example of how statistics can be used to prove any point by simply bending the interpretation.