Off the top of my head, those small 99cent avocados sometimes are 5-6 oz after you take out the pit and ditch the skin. That's 250-300 calories.
Also, whole chicken and chicken hindquarters go on sale a lot. I've seen the hindquarters as low as $5.90 for a ten pound bag. Bake those up and the skin is particularly calorie dense (if the skin doesn't get crispy enough when you bake it, you can remove it and pan fry it).
Look for the yellow stickers in the meat dept. That just means that the pull date is today, and they mark it down so they don't have to toss it. Cook it the same day, eat some, freeze the rest.
In some parts of the country, things like oxtails and liver are cheaper than other cuts of meat. Though oxtail (and beef shank) need a long cooking time, the are fatty because of the marrow and marbling and will fill you up.
That's all I've got. But I'm sure others will have more for you.