nuts are very healthy and also include a very high number of calories. a small handful of nuts, can have 200 calories. avocado and olive oil are other great high calorie alternatives.
Avocados, bananas, nuts such as walnuts and almonds are some good examples of high calorie but still healthy snacks you can eat. It is important to watch the fat content on snacks and these fit the bill.
Nuts are nutritious since they are so high in protein and some minerals, and they also have a high calorie content. Also, you could try making smoothies with fruit and protein powder.