Hmmm... Local foods... Well, I'll stick with Wisconsin.
1) Bratwurst. And no, I'm not talking Johnsonville. You want a good brat, go with a smaller company like Klement's or Usinger's. Better yet, the local butcher shop probably has some even better ones. They should be par-boiled in beer and then put on the grill. Generally, the preferred condiments include your choice of ketchup, mustard, chopped onions, and sauerkraut. I do everything but the sauerkraut.
2) Beer. And I don't mean Miller, though because it's produced here it's way better than Budweiser. But what you really want, at a minimum, is your favorite Leinenkugel's (aka "Leinie"). Better yet, get a New Glarus Brewery "Spotted Cow." It's very popular here, so popular that they had to stop out-of-state distribution because they couldn't make it fast enough. But, there's a ton of beer brewed in Wisconsin, so everyone should be able to find one to suit their taste. (Another recommendation: Capital Brewery's "Island Wheat," made with wheat from Washington Island.)
3) Fish Boil. This is mainly local to Door County, the "thumb" of Wisconsin. They basically build a big wood fire outside and boil whitefish, potatoes, and onions in a big pot, and at the end they throw a coffee can full of oil on the fire to make it flare up, causing the pot to boil over so that the fat from the fish doesn't end up coating everything when they take it out. Then, they put lots of melted butter on it. Mmmm. If you want some of this, the Washington Island Airport (yep, the same Washington Island that the Island Wheat beer is made from) is having their annual fly-in fish boil this coming weekend, from what I hear.
4) Cheese. Lots of cheese. Over 1200 cheesemakers in Wisconsin, and there are places like the Mars Cheese Castle and the MouseHouse Cheese Haus near the interstate highways where you can find many different kinds of cheese. Yum!
5) Another more local thing: Kringle, a Danish pastry that's produced in Racine. In fact, if you google "Kringle" the entire first page of results has bakeries from Racine and other info, and Wikipedia's Kringle page says "Racine, Wisconsin, has historically been a center of Danish-American culture. Kringle and Danish culture are an important part of Racine's cultural identity, and several local bakeries make and ship hundreds of thousands of kringles each year.[1]"
6) Combining the above - Obviously, the brats-in-beer thing is one way to do it. My personal favorite is beer cheese soup - That is REALLY good stuff.