The Turkish/Greek equivalent of the Russian snacks Rob described is to drink raki/ouzo accompanied by a plate of kokorec, which is grilled chopped intestines sprinkled with chili. And the Icelandic one is to drink their "Black Death" schnapps accompanied by globs of rotted shark.

Then you have the Swedish and Croatian traditions of slamming down spirits infused with large concentrations of chili. There seems to be a common theme to all of these that drinking spirits shouldn't be fun.