Paper Mario: The Thousand-Year Door
They are bought at Glitzville at the hot dog stand. They are sold for ten coins. The item heals five HP and FP. As part of a trouble posted at the Trouble Center, if Mario takes two Hot Dogs and a Mousse Cake to Bub-ulber in Petalburg, the Bub-ulb will give the plumber a useful Dried Bouquet.
One of the other known forms of Hot Dog was the Southern Fried Egg Dog of Tastiness, a Hot Dog made with an egg from a "southern island", probably either Lavalava Island or Yoshi's Island. The Yoshi Egg Mr. Hoggle planned to make this Hot Dog out of, though, didn't cooperate (eventually bursting into the Yoshi Kid), resulting in no Southern Fried Egg Dogs of Tastiness being sold.
Another form of Hot Dog involved mixing the Ratooey Businessman's Hot Sauce with another of Mr. Hoggle's Hot Dogs, the Fat Dog, to create a Hot Dog known as the Tongue Blistering Fat Dog, but it is unknown if it ever happened.