Well, one of the popular things to see in Beijing is the 'street market' - there are two right off of WangfuJing, an upscale shopping area near Tian'a men Square. This one is located smack in the middle of the shopping area that includes Gucci and other upscale brands.
Then, out of the corner of your eye you see a little side street...dark and glowing red. What is it? Night Market...
This video shows a Canadian eating some of the 'local' street food from the Market. Though I suspect it is as much fun for the Chinese to watch the tourists eat this stuff...seems like some kind of reverse joke. While some people in certain areas might eat: bugs, snakes, scorpions and even items like star fish, it seems that this is still relatively rare.
We asked our teacher (native Chinese) about it and she cringed at the thought and was grossed out at the mere suggestion.
So, who knows - maybe the joke's on....us?