The Juicy Lucy is a Minnesota born hamburger.  According to the Wikipedia article:

A Jucy Lucy [sic] or Juicy Lucy is a cheeseburger that has the cheese inside the meat patty in addition to on top. A piece of cheese is surrounded by raw meat and cooked until it melts, resulting in a molten core of cheese within the patty. This scalding hot cheese tends to gush out at the first bite, so servers frequently warn patrons to let the burger cool for a few minutes before consumption to avoid injury.

Two bars on the same street in South Minneapolis both claim to have invented the sandwich: Matt's Bar and the 5-8 Club. They differ in how they spell it; the former omits the letter "i" in "Juicy", while the latter uses the standard spelling. Shirts worn by staff at the 5-8 Club have the motto "if it's spelled right, it's done right" while advertising for Matt's Bar says "Remember, if it is spelled correctly, you are eating a shameless rip-off!"

Well, if you would like a taste of Minnesota at home, here's a video on how to make your own Juicy Lucy.  Trust me...it's well worth a try. Just wait for the thing to cool a little bit before you take your first bite. That cheese is HOT!