It's easy to lose your bearings in Thessaloniki. Greece's second city, the capital of the northern region of Macedonia, is really multiple cities built on top of one another. Around every corner you find yourself at the threshold of another era: the ruined Roman market, the crenellated Byzantine city walls, the domed roofs of Ottoman bathhouses, all pressing up against the souvlaki joints and the Benetton stores and the modern apartment blocs.

I've come to Thessaloniki because I've been told it's Greece's culinary capital, with an eclectic cuisine reflecting the proximity of Bulgaria and the other Balkan states (due north) and Turkey (to the east) as well as the city's key position on long-established trade routes between the Middle East and Europe. But I've arrived in the city during the afternoon siesta, and there are few signs of life in the Ano Poli (Upper City), a warren of wooden houses on a steep hillside. Here and there I catch a view of the city center down below, the ships gliding in and out of its port, and the Thermaic Gulf glimmering to the horizon. Finally, I come upon Tsinari, an old Turkish coffeehouse turned ouzeri—a place to linger for hours over tiny carafes of anise-flavored ouzo or the grappa-like spirit tsipouro, along with a steady procession of mezedes, or small dishes. At the table next to mine, a group of friends—appliance repairmen, they tell me, who've just finished work for the day—chat, smoke, refill each others' glasses, and occasionally judge that the time is right to order another round of sardeles stin schara (grilled butterflied sardines) or loukaniko (pork sausage flavored with leek and orange).

Over the next few days, I canvas the city on foot, stopping at restaurants and tavernas whenever I'm hungry, and soon I realize that Thessaloniki is full of places that have focused for generations on doing one or two things very well. For the sweet, cream-filled phyllo triangle known as a trigona, for example, everyone goes to Trigona Elenidis. At a lunch counter called Vomvidia, in the city's central Modiano Market, I see a mostly male clientele lining up for oblong, cumin-spiced meatballs called soutzoukakia. They come charred and smoky on a square of butcher paper along with a hunk of crusty bread, a thick slab of feta, and a long pale-green pepper also blackened on the grill. As I eat, an avuncular counterman explains to me that Vomvidia means Little Bombs. "Not bombs like you drop on Iraq," he says with a raised eyebrow, and then proceeds to start needling another customer.

It's in Modiano, and in the adjoining Kapani Market, that the most intensive part of my initiation into the city's food culture begins. Moving through row after row of stalls and small shops, I begin constructing my mental catalogue of local ingredients. To name a few: pickled cabbage, which I learn is used in this part of the country in place of grape leaves for wintertime dolmades (rice-stuffed leaves); pastourma, pastrami-like cured beef rubbed with a paste of fenugreek, cumin, and paprika that's also eaten in Turkey and across the Balkans; and the fleshy, sweet red peppers grown around the town of Florina, in northwest Macedonia.

One evening while wandering around Modiano, I gravitate to the lively Ouzeri Bazayiazi. With tables spilling out into one of the market's breezy arcades, the place is filled with people engaged in spirited debates over their plates of fried red mullet and garides saganaki, a dish of shrimp sauteed with tomatoes, ouzo, and melted feta. I strike up a conversation with a patron, who tells me that the owner, Harilaos Moschou, was once a member of the Communist party and that his ouzeri has become a gathering place for like-minded intellectuals. I seek out Harilaos, a bearlike man holding court at a table by the door, and he proves to be a font of information about Thessaloniki. "I love the atmosphere of the market. It's like a souk, like something in Istanbul," he says, a little wistfully. "That's where my mother's family came from."

It's a familiar refrain in this city, where history has left in its wake a pervasive sense of loss and longing. The rich meze culture here is attributed, in part, to refugees from Turkey who began arriving in the 1920s after a harrowing exchange of populations. They brought with them a penchant for cumin and cinnamon and a number of distinctive meze-style dishes. Built in 1922 in the heart of the city's old Jewish quarter, Modiano Market is itself a monument to Thessaloniki's once thriving community of Sephardic Jews, nearly all of whom were transported to concentration camps during the German occupation in World War II.

The longer I stay in Thessaloniki, the more attuned I become to its rhythms. If it's breakfast time, you might go to Serraikon, in Modiano, or to Athina, over on Vasilisis Olgas Street, for bougatsa, a flat, flaky pastry filled with feta or sweet custard—or buy one of the sesame-covered bread rings called koulouria from a vendor on any street corner. At lunchtime, people descend on Diagonios, a psistaria (grill house), for gyros, which in this city means a plate piled with crisp-around-the-edges pork garnished with onion. In the late afternoon, you could stop at Hatzis, a patisserie that's been making the syrup-soaked pastries called siropiasta since Thessaloniki was an Ottoman city—extravagant things like revani, a semolina cake drenched in syrup, and kazan dipi, a buffalo milk pudding torched like a creme brulee. In the wee hours, you might find yourself under the fluorescent lights of Derlikatesen, alongside university students coming off a night in the bars and waiting hungrily for souvlaki, succulent chunks of grilled marinated pork wrapped in a pita along with thick-cut french fries and tsatsiki (yogurt and cucumber sauce) or yellow mustard. But the best insurance against a hangover, or so I'm told, can be had at Tsarouhas, a patsatzithiko (all-night tripe house) open since 1952, in the form of a bowl of the soothing, velvety tripe soup called patsas.

Then there's the weekend. This, I learned, is the time to visit the fish taverns in the waterfront neighborhood of Kalamaria, on the southeastern edge of town. A local points me to Hamodrakas, the city's oldest, which is now in the hands of third-generation owner Panayiotis Gofas. On my visit, Gofas seems to be doing what he can to nudge customers in the direction of his own modern-Greek creations, but he still devotes much of his menu to standbys like the grilled octopus, which is sun-dried before cooking in order to concentrate its flavor. There's also cuttlefish served in a luscious red wine sauce and a number of dishes featuring the plump mussels for which Thessaloniki is justly famous: mussels fried and steamed, mussel pilaf, mussels saganaki.

One style of cooking I'm told I'll have a harder time tracking down is that of the city's Pontian Greeks, one of the groups that began streaming in from Turkey in the 1920s, in this case from the southern coast of the Black Sea. And so I'm thrilled to find Apo Dyo Horia, a little place not far from Modiano Market that serves this hearty food. "People still think of this as village cooking, not something to eat in a restaurant," says the owner, Anastasia Sidiropoulou. She shows me how to prepare her family's version of tanomenon sorva, a yogurt soup thick with nutty cracked wheat, and varenika kimas, ravioli-like circles of homemade pasta stuffed with minced pork and veal, served swimming in butter, and scattered with grated cheese and spicy boukovo (hot chile flakes).

As rich as Thessaloniki's offerings are to an outsider content to wander its streets, toward the end of my trip I find myself longing to have a home-cooked meal. So, I go back to Ouzeri Bazayiazi to talk to Harilaos Moschou, who seems to know everybody. In no time, he's arranged for me to meet his friend Aglaia Patronaki, who serves home-style dishes at her restaurant, Aglaia's Kitchen, near Modiano. She immediately invites me to dinner that night at the apartment of her daughter, Domna Karabetsou.

When I arrive, Aglaia, a woman in her fifties with tousled blonde hair, tells me that she's making rosemary chicken. Knowing that Aglaia's family has roots in Turkey, I ask which of the side dishes cooking on the stove might be considered politiki kouzina, or cooking in the style of Poli (the Greek name for Constantinople). "There's the pilaf," she offers. "If you see that on the table, you know the cooking is politiki."

"But you have to understand," her daughter Domna adds, "it's what you make, but also how you make it. With more spice, more flavor."

When it's time to eat, we head out to Domna's balcony, and it's not just the view of the city and the gulf fanning out below that tells me where I am. There's the brisk fragrance of rosemary, the sweetness of cinnamon, the sting of roasted peppers. The food is delicious and invigorating; we linger over our plates for hours as the last of the evening's light fades from the sky. I know I'm in Thessaloniki.