Very often brewers say that they like a beer but wish it had more body. What exactly is "more body"? Is it a physically heavier, more dense beer? More flavor? More viscosity? In most cases it means a higher final gravity (FG), but not at the expense of incomplete fermentation. On a basic level, adding unfermentables is the only way to increase the FG and increase the body/weight/mouthfeel of the beer. There are two types of unfermentables that can be added: unfermentable sugars and proteins.
Unfermentable sugars are highly caramelized sugars, like those in caramel malts, and long chain sugars referred to as dextrins. Dextrin malt and malto-dextrin powder have been previously mentioned in the ingredients chapters. Dextrins are tasteless carbohydrates that hang around, adding some weight and viscosity to the beer. The effect is fairly limited and some brewers suspect that dextrins are a leading cause of "beer farts," when these otherwise unfermentable carbohydrates are finally broken down in the intestines.
Dark caramel and roasted malts like Crystal 80, Crystal 120, Special B, Chocolate Malt, and Roast Barley have a high proportion of unfermentable sugars due to the high degree of caramelization (or charring). The total soluble extract (percent by weight) of these malts is close to that of base malt, but just because it's soluble does not mean it is fermentable. These sugars are only partially fermentable and contribute both a residual sweetness and higher FG to the finished beer. These types of sugars do not share dextrin's digestive problems and the added flavor and color make for a more interesting beer. The contribution of unfermentable sugars from enzymatic and caramel malts can be increased by mashing at a higher temperature (i.e. 158°F) where the beta amylase enzyme is deactivated. Without this enzyme, the alpha amylase can only produce large sugars (including dextrins) from the starches and the wort is not as fermentable. The result is a higher final gravity and more body.
Proteins are also unfermentable and are the main contributor to the mouthfeel of a beer. Compare an oatmeal stout to a regular stout and you will immediately notice the difference. There is a special term for these mouthfeel-enhancing proteins - "medium-sized proteins." During the protein rest, peptidase breaks large proteins into medium proteins and protease breaks medium proteins into small proteins. In a standard well-modified malt, a majority of the large proteins have already been broken down into medium and small proteins. A protein rest is not necessary for further protein breakdown, and in fact, would degrade the beer's mouthfeel. A protein rest to produce medium-sized proteins for increased body is only practical when brewing with moderately-modified malts, wheat, or oatmeal, which are loaded with large proteins.
To add more body to an extract-based beer, add more caramel malt or some malto-dextrin powder. You can also increase the total amount of fermentables in the recipe which will raise both the OG and FG, and give you a corresponding increase in alcohol too.
Grain brewers can add dextrin malt, caramel malt, unmalted barley or oatmeal in addition to using the methods above. Grain brewing lends more flexibility in fine tuning the wort than extract brewing.