They say that the pill doesn't cause weight gain, and even if you do for whatever reason gain weight, it should be more than 3-4lbs.
I've been on OTC Lo for 2 years and I gained about 8lbs or so. I never had major weight issues before, and now since i started taking it I have obviously gained, and my hands, fingers, arms, legs feel soooooo swollen sometimes (especially when I first get up in the morning).
They can say whatever they want about it, but I know for a fact that I wouldn't have gained any weight if I didn't start taking the pill.
Like everyone else metioned, it depends on the type of pill you're taking. But there is definitely a chance that you may gain some.