For weight gain
Reasons for being underweight need to be understood and very often for weight gain, the underweight person needs to be counseled individually to address specific condition. If there are any health problems present, they need to be dealt with first. For. e.g. If you are a skinny person with TB, then your medical condition (TB) needs to be dealt with first before addressing your weight issues. Very often psychological counseling and behavior modification are very helpful.

In general, if you eat more calories than you burn, you will gain weight. Choose calorie dense foods such as nuts and dry fruits. Underweight people cannot eat large quantities of food, so eat small frequent intervals, say 6 meals instead of 3 large meals.

You can get more information along with a sample diet plan to help you gain some weight
http://www.diethealthclub.com/health-issues-and-diet/thinness/diet.html

Read about the Symptoms and Causes for Thinness
http://www.diethealthclub.com/health-issues-and-diet/thinness.html

Remember that you will not gain weight overnight. It takes patience and time and with dedicated efforts you should be able to overcome being thin.

For anemia, you will benefit from eating foods rich in iron, folic acid and Vitamin B12. Include green leafy vegetables, dates, prunes, meats in your diet. Read about more food sources of iron, folic acid and Vitamin B12 from the links mentioned.

Remember that you can improve your iron absorption from foods by combining vitamin C rich foods with an iron rich food. For e.g. Lime squeezed on top of chicken just before eating improves iron absorbed from the chicken.

Read this site for more detailed information on foods and diet for anaemia:
http://www.diethealthclub.com/health-issues-and-diet/anaemia/diet.html