THat's generally the case, but you have to attribute some of this to the fact that more cylinders often means larger dwept volume.
I doubt that the different between a 2.4 litre inline 4 and a 2.4 inline 6 or V6 would be that great in terms of fuel use.
Less cylinders usually means better low down torque, but I'm not entirely sure why this is.
Driving style is still the biggest factor.
A thrashed 1.6 Astra will eat more fuel than a sensibly driven 3.5 V8 BMW.