Are all calories the same? Junk food vs. healthy food?

No, because different building blocks of food are equal to a different number of calories.

1g of Fat = 9 kcals
1g of Carbohydrate = 4 kcals
1g of Protein = 4 kcals
1g of Alcohol = 7 kcals

So, if you eat two foods that are each about around 200 kcals their building block content could differ quite a bit. Here's an example

Chocolate Pop-tart (~205 kcals)
5.8g fat x 9 kcals/g = 52.2 kcals from fat
35.6g carb x 4 kcals/g = 142.4 kcals from carb
3.4g protein x 4 kcals/g = 13.6 kcals from protein

Bright Eyed and Blueberry Jamba Juice Smoothie (~200 kcals)
0g fat x 9 kcals/g = 0 kcals from fat
39g carb x 4 kcals/g = 156 kcals from carbs
9g protein x 4 kcals/g = 36 kcals from protein

You will notice that these don't add up exactly to the kcals, this is because of other calorie contributions such as: cholesterol, sodium, potassium which often appear in small mg amounts.