Chinese street food that I wish could be found in the US
During this time of year in northern China, I sometimes was able to buy roasted sweet potatoes sold on the street by vendors using steel barrels to cook them. Most of my China photos are out east, so here is a link to a photo showing a barrel with sweet potatoes. The burnt skins don't look that appetizing, but the insides are cooked well enough and nice to eat while walking in cool weather with others: http://www.flickr.com/photos/ajax/3824172/

A more common sight in wintertime Beijing are sellers of candied haw berries on sticks(冰糖葫芦, bingtang hulu): photo--http://www.flickr.com/photos/29742694@N03/page7/
The tart berries taste a little like cranberries but are larger and have seeds that can be troublesome to deal with. So I like it when they're sold with the seeds already removed. For one Thanksgiving we used a product made from Chinese haw berries as a substitute for cranberry sauce.

Most of all, I miss jianbing guozi (煎饼馃子), a year-round, crepe-like snack with eggs and wrapped around a crunchy thing, a guozi. According to one person online, the guozi can be made by frying wonton (混沌, hundun) wrappers, although in larger rectangles obtained before they're cut into smaller squares. The following video comes closest to what I've eaten maybe over 100 times in Beijing: http://www.youtube.com/watch?v=XvQYpNYKApk&feature=player_embedded

The video starts after he has already poured and spread the batter, let it cook a little, and then spread an egg or two on top. The vendor adds chopped green onion and cilantro. [Sometimes black sesame seeds are dashed on at this stage.] After flipping the crepe, he spreads on some sauce, which could be a sesame paste, sweet soybean sauce, or a mixture that might be called jianbing jiang. A little bit of chili paste is often spread on as well.

Jianbing guozi originated in Tianjin, a large city to the southeast of Beijing, but smaller or cut-up versions of youtiao (油条, fried dough sticks) are often used there instead of the rectangular crisps usually used in Beijing. (Some say that the youtiao, not the rectangular crisps, are true guozi.) The above video labels it as breakfast food; however, in Beijing it's common throughout the day.
In the following video, the vendor shows the first part and also spreads on some la jiao (chili sauce). She says she's from Tianjin, but my understanding is that youtiao are the standard in Tianjin for the crisp placed in the middle: http://www.youtube.com/watch?v=-WicTvaUwvY[The interviewer asks her to describe how she is making it at as she goes along, but there isn't as much detail as I'd wish.]

Other sites with info:
1. a short description of jianbing: http://beijinghaochi.com/tag/jianbing/
2. Tianjin version: http://english.cri.cn/6566/2009/09/25/902s518543.htm
3. Number 6 on list of ten Beijing street snacks: http://www.facebook.com/topic.php?uid=6732677676&topic=5796 [According to this page, millet flour is used for the crepe, but other recipes call for wheat flour, sometimes mixed with soy flour.]