We do several different things depending on the situation. First and foremost, we make sure we have a reasonable eating schedule they can follow, and that there aren't any other problems. We've also noticed that when we cut back on sugary foods, and (oddly enough) foods with food coloring and preservatives, their food cravings die down significantly.

A big key for us is making sure our kids understand that eating is not bad or wrong, and acknowledging that their hunger and/or cravings are real and an important part of being human. I try not to punish them simply for eating food because I'd rather they be open and up-front about it, than cleaning up wrappers behind the couch, and wondering what else they are ashamed of but won't discuss. If they ask for a treat, then I'll more often than not give them one simply so they become used to the process of asking rather than taking, and so that when I say no they will obey because it's rare and they trust me.

Sometimes we respond with simple, logical consequences.

• "I see you enjoyed a snack today without asking. I'm going to have to change your special snack in tomorrow's lunch for something else because we don't have enough to last the week."

Each time it occurs we try to explain a different aspect of why they might feel hungry, and how they can better plan ahead next time.

• "I'm sorry you're so, so, so hungry right now, but dinner is pretty soon, so it's good that you're hungry - your body is right on time for dinner. Wait a little bit longer, ok?"
• "I asked you to eat more of X at lunchtime, but you said you weren't hungry. I told you that I wasn't going to let you have any more snacks before dinner, and I'm going to stick to that. Let me get you a glass of water." Then engage them in some activity that will distract them for some time.
• "Sometimes when your body is really thirsty, it makes you think you are hungry so you'll eat and drink, but you really only need a drink. Have some milk/water/etc first, and it you're still hungry in 30 minutes I'll give you a snack."

I'll try to offer them something that is healthier to see if they are hungry, or merely craving something. If they are hungry, they'll accept 'healthier' food in lieu of sweets. If they refuse the snack, then explain to them the difference between hunger and cravings.

• "I know you don't want an apple, but want the chips instead. Unfortunately the chips make you thirsty, and you drink too much water, which makes you grumpy in the middle of the night."
• "If you are "only hungry for cake" then you aren't really hungry, you're just craving something sweet. Try some punch for now, and we'll all have dessert together after dinner."

We also differentiate between "sweet" and unhealthy snacks and healthy snacks so they understand that sweet, salty, and fatty foods are treats, reserved for occasional use, and not a part of every meal, or even their daily diet. As much as I personally dislike the change, cookies really are a sometimes thing.

Lastly, and hardest for me, I try to practice what I preach. It does them no good that I'm in my man-cave programming, and sneaking treats from the pantry myself because I can't follow my own advice.

_{Right now there are Ding-Dongs calling to me, and I just finished dinner! Let's see.. craving sweets... dry winter air, didn't drink much at dinner. I think I'd better get a glass of water first...}

I read a suggestion, I think it was in the book How to talk so kids will listen and listen so kids will talk, from a dad with a similar situation - he had a child who was always asking for cookies and he was fed up with being the cookie police. What he did was to buy a packet of cookies at the beginning of the week - put it in full view and tell the child that he could have them whenever he wanted, but there wouldn't be any more until next week. He was surprised that his son rationed himself immediately, he'd thought it would at least take a couple of weeks.

Maybe this is something you could try with your daughter. I have a feeling the child in the book was more like 10 years old, so it may take her longer to get the idea and she might binge a few times. But it would be a way of rationing how much junk food she eats.

Oh, honey, I'm sorry to bring this up, but you might want take her to your doctor and have her blood sugar levels checked. Diabeties runs rampant in my family and the always hungry, always thirsty, and an otherwise well behaved (for 5) girl sneaking food even though she knows it will upset you thing sent chills up my spine.
It probably isn't diabeties, it's almost certainly a growth spurt or something like that, and this is probably just my own personal paranoia because of my family history, but I'd check, 'cause those are behaviours I've always had to watch for in my kids.

I agree with Tammy about speaking to your paediatrician and the points Adam Davis makes,

but on a much lighter note, and considering all the points you made in your question, here is my personal opinion;

I recall from an earlier question, that she is quite tall for her age, so that makes me think that maybe she really is having a growth spurt and combined with the fact that you are a healthy eating family who are also into sports activities, perhaps she burns off most of what she has eaten causing her to feel ultra hungry...

Have you tried just asking her how often she feels hungry and if she knows why she always feels hungry, instead of discussing the issues you mention. Perhaps because she is unable to justify her intense feelings of hunger, its easier to take or sneak stuff away to eat.

Good luck!