King cake is the edible heart of Carnival: a ring of cinnamon-rich dough draped in purple, green, and gold sugar. Season starts on Twelfth Night (January 6) and runs to Fat Tuesday - you won't easily find one outside it.
The baby
A tiny plastic baby is hidden inside. Tradition says whoever gets the slice with the baby buys (or bakes) the next cake - which is how king cakes keep appearing at offices and parties all season.
Classic vs. filled
The traditional cake is plain cinnamon dough with colored sugar. Modern bakeries also fill them with cream cheese, praline, fruit, and more. Many ship nationally, with order cutoffs before Fat Tuesday.