Here in the Mississippi South I have never tried Crawfish Gumbo.
People swear it is really good but I had a bag of spicy crawfish years ago while stationed in Gulfport and while they were tasty (and spicy) I just couldn't bring myself to suck out the heads (a local tradition).

I lived in Ohio for a few years. I never tried authentic Cincinati Chili.
People say the five way is remarkably good but I was biased about putting chili on spaghetti noodles. Come to find out Cincinati Chili is not chili con carne on noodles it is a specially spiced meat sauce. Now, I do want to try it. Might look for a copy-cat recipe and try my hand at making my own.

I did however travel to Buffalo, New York when I lived in Erie, PA to eat their signature style "Buffalo Chicken Wings" and yes, It was totally worth it.

Are there any local dishes in your area that are tourist favorites that you have never tried?
Why not?

I'm not sure. Most of the local and tourist favorites down here I have tried at least once.