Irving, G. F., Freund-Levi, Y., Eriksdotter-Jonhagen, M., Basun, H., Brismar, K., Hjorth, E., Palmblad, J., Vessby, B., Vedin, I., Wahlund, L. O., and Cederholm, T. Omega-3 fatty acid supplementation effects on weight and appetite in patients with Alzheimer's disease: the omega-3 Alzheimer's disease study. J Am Geriatr Soc 2009;57(1):11-17. View abstract.

So why is an excess of DHA detrimental and an excess of EPA useful? DHA has a larger structure with two extra carbons and two extra double bonds, so it literally takes up more space in cell membranes than EPA. On the one hand, this is important because DHA plays a structural role in maintaining the fluidity of cell membranes ( essential for the normal function of proteins, channels and receptors that are also embedded in the membrane), but if a cell membrane becomes too saturated with DHA it can become too fluid, which can have a negative effect on cell function. EPA, on the other hand, is constantly utilised and always in demand.

Egert, S., Somoza, V., Kannenberg, F., Fobker, M., Krome, K., Erbersdobler, H. F., and Wahrburg, U. Influence of three rapeseed oil-rich diets, fortified with alpha-linolenic acid, eicosapentaenoic acid or docosahexaenoic acid on the composition and oxidizability of low-density lipoproteins: results of a controlled study in healthy volunteers. Eur J Clin Nutr 2007;61(3):314-325. View abstract.
A lot of the benefit of fish oil seems to come from the omega-3 fatty acids that it contains. Interestingly, the body does not produce its own omega-3 fatty acids. Nor can the body make omega-3 fatty acids from omega-6 fatty acids, which are common in the Western diet. A lot of research has been done on EPA and DHA, two types of omega-3 acids that are often included in fish oil supplements.