There was an interesting study on rabbits done (can't find it now):

First they gave one batch of rabits only saturated fat -> the developed atherosclerosis.

Then they gave the other batch unsaturated fats -> no atherosclerosis.

Now you might think, "ok, saturated fat bad."

But wait!

Then they removed ALL fat from the 3rd batch of rabbits and you'd expected no atherosclerosis: but NO! Even at no fat the rabits developed atherosclerosis.