I first tasted king cake at a Mardi Gras party in my fifth-grade classroom in Mississippi. Striated with cinnamon-sugar and cream cheese, and glazed with a sticky icing, my slice included a surprise: a small plastic baby. King cakes, which commemorate the Epiphany—the wise men's discovery of the baby Jesus—are eaten the world over in various forms, but they're nowhere more beloved than in New Orleans, where the cake is associated with the festivities of Mardi Gras. Introduced by French settlers in the 1600s, New Orleans's traditional cake is sweetened, yeasted bread stuffed with a filling (cinnamon and cream cheese, say, or praline), shaped into an oval ring, topped with white icing, and garnished with purple, green, and gold sanding sugars. A figurine, which some say symbolizes the infant Jesus, is hidden inside; whoever gets the trinket is named king. The title comes with strings attached: it obligates its bearer to buy the cake for the next party.