From our most recent trip abroad, we brought home scorpion vodka and Thai green curry crickets. I don't imagine they'll ever come out of their packages, though. Just interesting items for the kitchen counter.
I've just seen a discussion on Flyertalk about the strangest things people have ever eaten. Among them: dog and slugs and durian, of course, and live octopus and insect pupa. (We watched a man buy and enjoy a caterpillar in Burma. Said it tasted like butter.) In comparison, I guess my list is fairly conservative: fried scorpion in Beijing and crocodile tail in Cape Town. Scorpion was fine. Had a little problem with the croc.
The picture is from a visit to a big farmers market in Hanoi. The ladies we talked to were disdainful. Only men ate dog. Usually when drinking beer.