For Cincinatti, you gotta try Chile dogs. They used to sell different "ways". You can get 1 way, 2 way, 3 way, 4 way and 5 way there. A bun, hot dog, chile, raw onions, tons of Cheddar Cheese, all piled on. It’s been a while so I don’t remember the "way" deal but they were great when I was there on trips. Reading Road has a lot of places that serve them from what I remember.
Maybe someone else can elaborate on the subject but these were "unique" to this city and were great!