Last night I went to the Maryland State Fair in Timonium, (no I did not go to the Brett Michaels concert.)  But I did try deep fried smores and deep fried Snickers.  As with anything deep fried it was delicious.  But there are some important things to remember when making these treats at home.  First make sure your ingredients you are frying are cold.  In the past on a drunken night me and a friend had the idea to try deep frying everything, smores, Little Debbie Cream Pies, and whatever else we could find.  For the SMores the marshmallow dissolved before the fried coating was cooked.  Also, don't be afraid to deep fry premade items, since they will hold together better. 
Some of the other things being deep fried at the fair this year included Oreos, Poptarts, 3 Musketeers, Milky Ways, Twinkees, Nutter Butters, and a generic chocolate covered peanut butter ball.