Uruguayan classic! A sweet or savory pastry filled with just about anything you could imagine. The most popular fillings tend to be ground beef and olives, chicken, ham and cheese, and of course dulce de leche for dessert. You can order them fried or baked. I prefer them al horno. Less grease please.
They have fast food empanada places, delivery empanada places, and gourmet empanada places for all your varying empanada needs. When you order them in (as Uruguayans often do) they come with strange holes poked in the end to tell the different flavors apart. More or less, it's impossible to distiguish little dots cut into pastry dough, so after spending an hour figuring out exactly what kinds to order, everybody ends up eating everybody else's empanada anyway.
(I find it amusing Uruguayans insist on washing these down with a Coca-Cola, even they don't have any in the house--that just simply means you have to run to the store. Immediately. And I suppose, in general, it's always prudent have to have a coca on hand to offer in case you have guests over, or you aren't going to be remembered for being a very polite host.)