The “bacon dog” (a hot dog wrapped in bacon, also often containing cheese)  has been served in the United States since the early 1960s. In the 1990s, Mexican street vendors began selling bacon-wrapped hot dogs in California, especially in the Los Angeles area. These hot dogs acquired the names of “Tijuana hot dog” and “Mexican hot dog” and “danger dog.”
   
The “Sonoran hot dog” is an Arizona name for a bacon-wrapped hot dog; the “Sonoran hot dog”—when it is not another name for the same thing—usually has more ingredients, such as jalapeño sauce, mayonnaise, mustard, tomatoes, and beans. The Mexican bacon-wrapped hot dog is claimed by some to have originated in Mexico City.
 
In 2008, Los Angeles has banned the “danger dog” because of health concerns, but the hot dog can still be found (legally and illegally) in California.
     
     
Wikipedia: Danger dog
Danger dog is the slang term for a type of hot dog first sold by street vendors in Tijuana, Mexico and is also known as a “Tijuana bacon dog” or a “dog dog.” A danger dog is a hot dog wrapped in a piece of bacon, fried in oil and served on a bun with grilled onions and chili sauce.

The term “danger dog” originates from this form of hot dog’s reputation as being of cheap quality (or presumed low quality, as it is usually sold by unlicensed street vendors). The danger dog has recently turned up north of the border and is now being sold by Los Angeles street vendors.

On the east coast of the United States, a variation has appeared with the bacon-wrapped hot dog being deep-fried and called a “Jersey breakfast dog”. There is a tradition in New Jersey of serving hot dogs that have been deep-fried in boiling oil until they rip apart (“rippers”) or just blister lightly (an “in and outer”). The Jersey dog is usually served atop fried or scrambled eggs.
 
AOL Food
New Jersey “Breakfast Dog”
This bacon-wrapped rendition originated in Tijuana, where it earned the name “Danger dog” due to its questionable quality. New Jersey appropriated the dicey snack, tossed on a fried egg and some melted cheese, and called it breakfast.
 
30 July 1964, Troy (NY) Record, pg. 30, col. 1:
The new cheese and bacon dogs are fully cooked, skinless, and are available in a 1-pound package containing 10 regular size franks.
 
27 March 1976, Charleston (WV) Gazette, pg. 14A, col. 1 ad:
Bowincal
HOME OF THE OLDE FASHIONED HOT DOG
(...)
BACON DOG
 
27 June 1990, Los Angeles (CA) Times, “Vendors vs. the Law” by Beverly Beyette, pg. 1:
Her husband, Benjamin, 45, once a storekeeper in Mexico, grills hot dogs wrapped in bacon, tantalizingly seductive with the smell of onions browning in ...
   
New York (NY) Times
Glitter and Sleaze of Tijuana Still Beckon to U.S. Servicemen
By CHRIS HEDGES,
Published: June 23, 1991
(...)
They passed small grills where hot dogs wrapped in bacon sizzled.
   
Google Groups: alt.sex.prostitution.tijuana
Newsgroups: alt.sex.prostitution.tijuana
From: .(JavaScript must be enabled to view this email address)
Date: 1998/09/15
Subject: ASPT: First Report 9-11-98
 
Finally spent, we grabbed a couple tacos and bacon wrapped hot dogs and headed back to the border.
 
Google Books
Mexico
by John Noble, et al.
Lonely Planet
2004
Pg. 260:
Tijuana’s cuisine scene is one of the city’s big surprises. You’ll find everything from traditional antojitos (small plates of basic regional fare) to Mexican haute cuisine. Don’t fear the hot dog wrapped in bacon and smothered in diced cabbage and peppers—it’s waiting for you at the corner.
 
Iron Stomach
Monday, August 08, 2005
Hot diggity dog!
Hot Dog, hotdog, frankfurter, wiener, sausage… what ever you want to call it. It’s always nice to get my hands on a nice juicy hot dog.
 
I was at the Mets game last night. Picked up a couple large plump Hot Dogs. It was pretty good. Juicy, good meaty taste, not too salty.
There are quite a few types of hot dogs out there in the world, my favorite is what they do down in Mexico…the Tijuana Danger Dog – A hot dog cooked with bacon wrapped around it.
   
Chowhound - Los Angeles Area
Tijuana dogs (bacon wrapped, street vendor hot dogs)-Where???
The first time i had one of these was at the Rose bowl. I had another one @ the convention center during the LA Auto Show, and my last encounter with the infamous TJ dog was in downtown LA, onear Cole’s PE Buffet.
 
Does anyone know where i can find the best TJ dogs?-If they’re from a street vendor (which i assume they should be), anyone know a vendor that’s ALWAYS in the same location and serves up quality dogs???—i payed 2 bucks for the one in Downtown LA.
 
Any information will be greatly appreciated, as I’m starting to crave one…
upstarter Nov 08, 2006 07:23AM
(...)
Tijuana Dogs? Up in the bay area they call them Sonora Dogs. But in reality they are from Mexico City… specifically Parque Alameda near the historic center is where it all started.
Eat_Nopal Nov 08, 2006 11:50PM
   
Simply Fred Smith
Tuesday, February 06, 2007
Danger Dog
OK. So, this is going to be a stretch. And I’m freaking hungry now, a little after midnight. But this does relate to writing. A little. Just hold on.
 
Ask anyone in L.A. what this is, and they’ll tell you. This lovely treat is called a Danger Dog.
 
Ask anyone in L.A. when and where you get these, and they’ll tell you. It’s an after-club L.A. delicacy, and people are frying them up in club parking lots or on the sidewalks outside bars. Or, uh, maybe it seems like a delicacy when you’re leaving your favorite night spot, are super hungry, and have just enough singles left to shell out $2 or $3 for one of these numbers.
 
These hot dogs, wrapped in bacon (seduced by bacon, that’s me!), and slathered with mayonnaise, mustard, grilled onions, and a whole jalapeno pepper are FAB-u-lous at 3 am. I know. I had one on Saturday night/Sunday morning. You can only get them from street vendors who work the after-club scene.
 
The Snackivist
Saturday, April 14, 2007
Tijuana Dogs (or, the greatest hot dogs known to man)
Since moving from Los Angeles to St. Louis, I’ve really been missing some of the local flavors. Anytime you go to LA for a ball game, concert, to the museum or downtown for a stop by “The Alley”, you are sure to see street vendors selling Tijuana Dogs (also known as Danger Dogs, Ghetto Dogs, Street Dogs, etc.) from little carts that consist of a heat source and a large flat cooking surface. The aroma emanating from these grills is unmistakable and magnetic, even the most squeamish of eaters will find it hard to resist . The delicious flavor is almost enough to make forget that you just bought a bacon wrapped hot dog from an unlicensed vendor in the middle of a parking lot or street corner.
 
Tonight I had a strong craving for this heart attack inducing treat, so I went to the local supermarket, gathered up the supplies and shortly after I was in pizza-face paradise. Here is how to make your own TJ Dogs at home.
 
Ingredients
1 package of hot dogs (any kind will do, if you want to have the full street expereince, go with something cheap)
8 strips of bacon (you want to go with something thinly sliced, go with the cheap stuff here too)
1 large onion
8 serrano chiles
Mayonnaise
Yellow Mustard
Ketchup
 
Avocado Relish Ingredients
1 medium onion
1 large tomato
1 clove garlic
1 lime
10 sprigs cilantro
1 california avocado
1-4 serrano chiles
1 pinch of salt (...)
 
18 April 2007, Charleston (WV) Daily Mail, “The Food Guy” by Steven Keith, pg. 3D, col. 3:
DANGER DOGS—This Tijuana “delicacy” now offered on street carts and ballparks in southern California consists of a hot dog that is wrapped in bacon, fried and topped with mayo. Words escape me.
JERSEY BREAKFAST DOGS—An East Coast option topped with scrambled eggs and cheese.
 
LA (CA) Weekly
The Bacon-Wrapped Hot Dog: So Good It’s Illegal
By DANIEL HERNANDEZ
Wednesday, February 6, 2008 - 10:15 am
(...)
Not quite Mexican and not quite American, the bacon-wrapped hot dog, like the city that so fervently embraces it, has a curious romance about it. You can smell one from blocks away. The grilled bacon, twisted around a wiener, is topped with grilled onions and a mountaintop of diced tomatoes, ketchup, mustard and mayonnaise. Then one whole grilled green poblano chile is plopped impossibly on top. You take a bite and think, This is so good, no wonder it’s illegal!
(...)
She would love to sell bacon-wrapped hot dogs — trust her — but a trip last year to the women’s county jail, a trip she says officials orchestrated to “make an example” of her, finally pushed her to give up the bacon and illegal grilling device she used for so long. Instead, she prepares dogs the only way the county Environmental Health Department currently allows, by boiling or steaming. Not grilling. And grilling is the only way to make a classic L.A. bacon-wrapped hot dog.
   
Google Groups: fernancyborg
From: Yelp - San Diego .(JavaScript must be enabled to view this email address)
Date: Tue, 17 Jun 2008 06:35:20 -0700 (PDT)
Local: Tues, Jun 17 2008 9:35 am
Subject: New San Diego Hot Spots  
 
But if you like your Mexican fare with a side of flamboyance, take Albert W’s advice and dine at the outrageous Lucha Libre Gourmet Taco Shop in Mission Hills. He’s a big fan of the Tijuana style hot dog—wrapped in bacon and smothered in mayo—...
     
Tacoma (WA) News Tribune
TASTE OF TACOMA: PICK AND CHEWS
THE NEWS TRIBUNE
Published: June 28th, 2008 01:00 AM | Updated: June 28th, 2008 08:11 AM
(...)
Here’s what your humble blogger thinks:
Tijuana Dog from Asado: This was the first thing I bought. It’s a hot dog wrapped in bacon and smothered in cheese. Yes, you read that correctly. Tears came to my eyes. Saliva came to my mouth. And soon, cholesterol clogged my arteries. This was amazing.
 
GREAT DOG FROM ASADO AND MASA
Posted by Ed Murrieta
At the dual booth of Tacoma restaurants Asado and Masa, a trinity of great ingredients ascends to create a heavenly hot dog: the $5.50 Tijuana Dog. Behold: an all-beef hot dog, wrapped in bacon and grilled until both are blistery. The pork-wrapped dog is stuffed into a hoagie roll and bathed in creamy cheese sauce. The cheese sauce is worthy of a dairy diet: tangy asadero cheese turned silky with heavy cream and cream cheese. Two intensely grilled chorizo links were partly juicy, partly greasy and fully zesty, served with grilled onions and peppers and topped with garlicky chimichurri sauce, $6.