In the most recent issue of American Journal of Epidemiology (15 November 2006) is an article about whether there is a connection between dietary fat and breast cancer. They found no connection. Part of the abstract:
Dietary fat in midlife has not been associated with breast cancer risk in most studies, but few have followed women beyond one decade. The authors examined the relation of dietary fat, assessed by repeated questionnaires, to incidence of postmenopausal breast cancer in a cohort of 80,375 US women (3,537 new cases) prospectively followed for 20 years between 1980 and 2000. The multivariable relative risk for an increment of 5% of energy from total dietary fat intake was 0.98 (95% confidence interval: 0.95, 1.00). Additionally, specific types of fat were not associated with an increased risk of breast cancer.
Reference: Dietary Fat and Risk of Postmenopausal Breast Cancer in a 20-year Follow-up. Esther H. J. Kim, Walter C. Willett, Graham A. Colditz, Susan E. Hankinson, Meir J. Stampfer, David J. Hunter, Bernard Rosner, and Michelle D. Holmes. Am. J. Epidemiol. 2006 164: 990-997.