Except in Michigan, it is not illegal discrimination. Weight is not protected under Federal law or under any state law except Michigan's.
The answer to your question depends upon whether it is individual coverage or group coverage sponsored by an employer. If individual coverage, yes they can turn you down. If group sponsored insurance through an employer, they cannot turn you down for any reason UNLESS you failed to enroll for the coverage when you first became eligible. In that case, they are free to decline to cover you until the next open enrollment period, at which time they must allow you to join the plan.
