Cheese comes in all shapes and varieties and is fresh wherever you go. Other specialties to keep an eye out for: the kringle (it's the official state pastry, an oval-shaped slice of goodness), beer brats (sausages), cheese curds (hard to describe, but available just about everywhere fresh or fried) and frozen custard (like soft ice cream, only richer).
Local Knowledge: Fish Fries & Supper Clubs
Wisconsin has two dining traditions that you'll likely encounter when visiting the state:
Fish Fry Friday is the hallowed day of the 'fish fry.' This communal meal of beer-battered cod, French fries and coleslaw came about years ago, providing locals with a cheap meal to socialize around and celebrate the workweek's end. The convention is still going strong at many bars and restaurants, including Lakefront Brewery in Milwaukee.
Supper Club This is a type of time-warped restaurant common in the upper Midwest. Supper clubs started in the 1930s, and most retain a retro vibe. Hallmarks include a woodsy location, a radish-and-carrot-laden relish tray on the table, a surf-and-turf menu and a mile-long, unironic cocktail list. See www.wisconsinsupperclubs.net for more information. The Old Fashioned in Madison is a modern take on the venue (it's named after the quintessential, brandy-laced supper-club drink).