los corn dogs son esas salchichas en un palo, capeadas y fritas.
en México se llaman banderillas

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Note added at 10 mins (2005-08-19 23:59:10 GMT)
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banderilla: Salchicha o trozo de queso recubiertos de una masa, y fritos en aceite [...] a los que se ensarta un palito para sujetarlos: "se comieron unas banderillas al salir del cine"
Diccionario del español usual de México.

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Note added at 1 hr 56 mins (2005-08-20 01:45:33 GMT)
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A frankfurter or other sausage that has been dipped into a heavy cornbread batter, impaled onto a smooth round stick, then deep-fried and often served with mustard. Created in 1942 by Neil Fletcher for the Texas State Fair.
www.nutribase.com/fishmeat.shtml

A corn dog is a hot dog coated in a maize batter and fried in hot oil, although there are baked variations. Originally made without sticks, almost all corn dogs are on now on sticks. Canadians call these pogos. They are known in Australia as Dagwood Dogs or Dippy Dogs.
en.wikipedia.org/wiki/Corn_dog