You might not be as consistent as you think. See my comments about baking cookies.
One thing that comes to mind is amount of flour, and how (and how much) you're mixing -- but I don't know that those would make it 'thin' necessarily, but it would make them tough if you're over mixing.
It might be a temperature issue, if you're using a solid shortening (eg, butter) rather than a liquid shortening.
Also, although you said you're cooking them for the same amount of time -- you only want brownies to be set on the sides when you take them out of the oven -- they should fail a toothpick test if you want them fudgy. Cooking them until they're 'done' will result in them hardening up as they cool.