Cholla (pronounced "choyah") cactus are common in the American Southwest, but not many outside of the region know that you can eat the flower buds. They're high in calcium, and even help balance blood sugar. Many Tucson residents have never tried them, even though they've been harvested here for centuries by the native peoples.
But you don't have to pick them yourself; purchase them, if you're visiting Tucson, from Native Seeds—a local, nonprofit organization that specializes in preserving heirloom agriculture in the southwestern U.S. and in northwestern Mexico. Their store is just north of the University of Arizona, and they also have a tent most weekends at the Sunday Farmer's Market in St. Phillip's Plaza (a bit further north on Campbell Avenue, just north of the Rillito).