First, if you are not from St. Louis, don't even THINK about ordering
St. Louis Style pizza. It's made with slimy process cheese.
In Cincinnati, they put all kinds of weird shit in their chili, and it
tastes awful to nearly everyone who didn't grow up on it.
In Memphis, be aware that if you order a BBQ sandwich, they will put a
plop of coleslaw right on the sandwich if you don't tell them not to.

Anyone have other cities to add?

--Bryan