Calories are a measure of energy, so technically warm food has more energy than cold food. It's possible that the way that it's cooked might add fat (saute, frying, etc), which will add to the chemical energy available.
But the real issue is a factor of absorption -- cooking makes more nutrients available that the body wouldn't otherwise be able to use. Do those nutrients have calories? It's possible, I guess, but to get the same nutrients, you'd have to eat more of the raw food.
I really don't know calories are calculated these days -- it used to be a measure of how much energy was given off when the dehydrated food was burned, but with the advent of things like Olestra that are considered '0 calorie' are only so because they can't be absorbed by the body.
I've heard that one of the suspected reasons for the advent of human civilization was because of cooking that might be the source of your question. From the Publisher's Weekly summary of Catching Fire: How Cooking Made Us Human:
By making food more digestible and easier to extract energy from, Wrangham reasons, cooking enabled hominids' jaws, teeth and guts to shrink, freeing up calories to fuel their expanding brains.
... but that doesn't specifically say that it added calories, as it "liberated mankind from the drudgery of chewing", which would've required energy. (sort of like the 'negative calories' of raw celery)