Definitely not a "St. Louis thing". It's more of an Ohio Valley thing. There were always fried-brain sandwich vendors at the local fairs where I grew up (Indiana and Kentucky).

My hometown was featured in a news article about these sandwiches during the brief Mad Cow scare earlier this year. (http://www.msnbc.msn.com/id/3969530/)

You don't taste the brain too much because there is so much batter on it.

Go ahead and try one!