Frozen custard comes from the "Custard Capital of the World", Milwaukee, Wisconsin, where it's sold more than anywhere else around the globe. It is a gourmet ice cream treat made with eggs, cream, and sugar, and it originated from Coney Island, New York, when it was a popular carnival treat.
As the popularity of frozen custard grew, it quickly spread to the Midwest. As there is far less air added than in other similar treats, the result is a thick and dense custard with tons of flavor. A lot of frozen custard fans believe it is better than ice cream since it is served before being refrozen and mantains a soft, yet heavy consistency, so it is a unique regional treat in which you can really feel the difference when talking about flavor.