If you antenna were actually a resistance, then the impedance would not change with frequency. Resistance is anything that obeys Ohm's law:
$$ V = I R $$
A real example that you may encounter is a dummy load. These are just a $50\Omega$ resistor, which provides a $(50 + 0j)\Omega$ over a broad range of frequencies (ideally, all frequencies).
Antennas are not just a simple resistance. Rather, they are a complex impedance. Antennas are complex to analyze, so let's first consider a simpler circuit, the LC circuit. Here's one such circuit:
simulate this circuit – Schematic created using CircuitLab
What is the impedance of this circuit? Well, the impedance of a capacitor is:
$$ Z_C = -j\frac{1}{\omega C} $$
And an inductor:
$$ Z_L = j \omega L $$
$\omega$ is the angular frequency, which is just $\omega = 2\pi f$. It's just a different way of expressing frequency that doesn't require the equations to contain a $2\pi$ term all over the place.
Series impedances add, so the impedance of this series circuit is:
$$ -j\frac{1}{\omega 50\cdot 10^{-9}} + j \omega 10.3\cdot 10^{-9} $$
If we pick some frequency, we can simplify this more. Let's try $f=10\:\mathrm{MHz}$, or equivalently $\omega=2\pi 10\:\mathrm{MHz} \approx 62831853$:
$$
-j\frac{1}{62831853 \cdot 50\cdot 10^{-9}} + j 62831853 \cdot 10.3\cdot 10^{-9} \\
= -j0.3183 + j0.6472 \\
= (0+j0.3289) \Omega
$$
If we try again at 7 MHz, we get a slightly different answer. I won't write out all the math, but the answer is $(0-j0.0017)\Omega$. In fact, if we pick just the right frequency, then the impedances of the capacitor and the inductor cancel, and the circuit looks like a dead short. But only at that one frequency.
This is what we are doing when we tune the antenna: by adjusting the length of the antenna or changing the operating frequency, we are trying to find the point where the reactive components (capacitance and inductance) of the antenna cancel.
But wait, what antenna looks like a dead short? Any effective antenna will have another impedance in the circuit, the radiation resistance1. If electrical power is the product of current and voltage, then we need to both move a current, and move it against some voltage, to do work. If we are radiating energy, then against what is the transmitter working? Radiation resistance is that thing.
The radiation resistance looks like a resistor to the transmitter, but unlike a resistor it doesn't get hot because the energy is radiated away. Calculating the radiation resistance in general involves solving Maxwell's equations for your antenna and all the space around it. That's hard, but we can find solutions for common antenna types. For example, antenna-theory.com gives the radiation resistance of a short dipole as:
$$ R_{rad} = 20\pi^2 \left(L\over\lambda\right)^2 $$
This is for a short dipole, which is one that is less than a tenth of a wavelength long, which allows us to make the simplifying assumption of constant current throughout the entire antenna. Usually we use half-wave dipoles which are not short so this simplification does not apply, and the equation is more complex2. However, notice there is a wavelength ($\lambda$) term in the equation, which means radiation resistance is frequency dependent.
So, as you can see, every term that goes into calculating an antenna impedance is frequency dependent. Even though the real part of the complex impedance is sometimes called the "resistive" part, this means it looks like a resistance at that one frequency. It does not mean it is a resistance, which is frequency independent.
1: I suggest not reading the Wikipedia article on radiation resistance. It's horrible, and I just removed two really wrong statements from it.
2: Antenna modelling programs like EZNEC work by breaking the antenna into a bunch of short segments and analyzing each segment individually, which is why this is a useful model.