Some of the sports demand a lot of energy (via the NY Times). While most people need on the order of 2,000 Calories a day and do little enough exercise to change that much, it is impressive that some push themselves to the point where eating enough almost becomes an issue. At the last Olympics Mark Phelps noted he needed 12,000 a day when he was in serious training.
Normal dieting advice is most people need to focus on altering their intake. Exercise is good for other reasons, but forget about it for weight loss unless you are a very serious athlete.
A friend was a serious pro beach volleyball player. Her body regulates how much she needs well. Off season she has no problem keeping her weight without thinking. But her requirements jumped to the 5,000 to 6,000 Calorie a day range when she was training. We've seen what that means. For perspective that may be more than the average Americn eats on Thanksgiving.