I had been dying to try vegemite ever since I heard about it in Men at Work's "Down Under" song. When I tried it (in Australia), it tasted like pureed anchovies. I remember our tour bus driver describing it as looking like used motor oil, and not tasting much better.
With Casu Marzu, I kind of think that the fact that worms are involved kind of indicates that the food is well past its expiration date.
If you go to a typical Asian grocery store, you will see a lot of things that are on this list. Out by me, one store has pork uterus, raw skate (tiny sting ray wings), gallon containers of pork blood and beef blood, tripe, and durians.
By the way, one day, they had this little bucket of tiny live fish that looked like swimming worms. My daughter started to try to touch the fish with a spoon and the person working there kind of freaked out. I think the thing is 1) you are supposed to eat the fish live, 2) they are very expensive, and 3) if you jostle them they die pretty easily, and nobody will buy them.