Sausages filled with molten cheese. Best bought from one of the many Würschtlstände (sausage stands) dotted around the city. Ask for a Käsekrainer hotdog and they take a mini baguette, hollow out the centre, fill it with ketchup and mustard and stuff the cheese-filled sausage in. They're probably heart attacks waiting to happen, the dripping ketchup and mustard are guaranteed to make a mess of your shoes / clothes but they taste amazing, especially late at night
all over the city