**What it is:** The churro, created centuries ago by Spanish shepherds, is a hollow cylindrical fried dough treat, coated in sugar and best-eaten dipped in thick hot chocolate.




**Where to get it:** Guests crowd into [Chocolatería San Ginés](http://www.chocolateriasangines.com/Chocolateria_San_Gines/Bienvenidos_a_San_Gines.html) to sit in green velvet chairs and dunk churros in rich hot chocolate. The café is open 24 hours, making it a delicious place to end the night, or technically, start the morning (Pasadizo de San Ginés 5, Madrid; 91-365-6546).