To comments like "you're so tiny" I just say "thanks!" Depending on who it is, I might add an enthusiastic "I am tiny, aren't I" or, like Kilketay, "I work pretty hard at it."
To people who express concern about me losing more weight, I just lie and assure them that I'm maintaining now. There's absolutely no reason that they need to know what my goal is or that I am still trying to lose weight. And, it's really only half a lie anyway; at this point, I'm losing so slowly, you could call it maintenance.
I recently confided to a couple of close friends that I was trying to lose a little more weight, to which they went into fits that I was going to get too thin. I firmly pointed out that my goal is within a healthy BMI, that I carefully monitor what I eat every day and am within appropriate ranges for fat, carb, and protein, that my doctor is aware of how many calories I eat and approves, and that my exercise is supervised by a professional trainer. There is absolutely no reason to worry about my eating or exercise habits. That calmed them down.