There is a lot of confusion over what "fat over lean" means and how this rule applies in oil painting.  It has to do with the drying rate of the different colors in oils.  First, consider how oil paint dries.  Unlike water media paints like watercolors and acrylics that dry thru evaporation of the water, oils dry thru a complicated chemical process that involves oxidation -  polymerization.  The paint actually absorbs oxygen and expands at a certain point during the drying.  Imagine then if a thin, dry layer of paint sits on top of a layer that is moving and expanding - the result is cracking and lifting of the top layer.  Also, 'fat' paint dries to a more smooth glossy finish while 'lean' paint has a rougher more absorbent surface, more suitable for subsequent layers to attach themselves to.  This is why we hear "be sure to paint "fat" over "lean" to avoid cracking. 
Different pigments absorb varying amounts of oil to reach optimum consistency.  A "fat" paint is one that has a high oil content, a "lean" color has less oil.  The idea is that a color that is high in oil will dry slower so it is not recommended to place it under one that is lean, or a faster dryer.  So which paints are fat and which are lean?  Well, usually the transparent colors contain more oil while the opaque ones have less.   Unfortunately some transparent colors, like Prussian blue, are high in oil (fat) but are rapid driers while some opaque colors, like Yellow Ochre, have less oil but are slow driers nonetheless. 
The most important concern is not whether the paint is fat or lean but whether it is a fast or slow drier.  You can find a chart of "pigments in oils" in Ralph Mayer's excellent book:  The Artist's Handbook.  The best way the learn how to apply this rule is to do a simple drying test with your colors.  Paint out a swatch of every color, not too thick and the same thickness for every color, and check them all periodically over a few days and note which ones dry faster and which slower.  Give them a ranking of: 1.  Fast dryer (a day or two) 2.  Average dryer (about a week) 3.  Slow dryer (a couple of weeks) 4.  Very slow dryer (three or more weeks).  Use this chart as a reference when you paint. 
Here are a couple more recommendations when you are painting in oils to avoid cracking from slower drying layers in the underpainting:

1. Paint in thin layers in the underpainting and add extra turpentine to the paint or to the medium to help it dry faster. 
2.  If painting in multiple layers it is safest just to wait for the underpainting to dry. Many artists will work on several    paintings at a time over a period of weeks.