There have been quite a few studies looking into the possible benefits of omega-3 fatty acids and fish (a good source of the oils), particularly for older adults. Several large studies have found that regular intake of oily fish is associated with lower rates of dementia — perhaps because, as one study found, it was associated with a much lower risk of silent brain infarcts. There is also some evidence that eating fish regularly slows the rate of 'normal' age-related cognitive decline.
One large Swedish study also found regular fish eating was associated with higher IQs in adolescent males.
Although it's not yet clear which fatty acids are most important, one is definitely docosahexaenoic acid, or DHA. However, although this is available as dietary supplements, the evidence of its benefit in this form is much less clear. As usual, receiving them in food is much better. Salmon, mackerel, herring, sardines, and anchovies are all good sources (not, I am sorry to say, your standard fried fish from the chippie). Other sources include almonds, walnuts, soy, flaxseed oil, and eggs laid by chickens that eat DHA-supplemented feed.