Some foods lose some of their nutrition content, to varying degrees. In general, foods retain the most nutrients when they are steamed, stir-fried or microwaved.
Water-soluble vitamins, which include C and all of the B vitamins, leach into water and are damaged by exposure to air, light and heat, so they are more easily destroyed during cooking than the fat-soluble vitamins A, D, E and K.
When it comes to meat, the amount of fat and calories lost during cooking depends on how it’s cooked. For example, grilling and broiling allow the fat to drain away from the meat, so the final product will be leaner than, say, raw meatballs cooked in a simmering pasta sauce.
For the record, fibre content changes little during cooking.