The pastel de nata, or cream tart, can be found anywhere and everywhere in Portugal. It's basically a national staple food, and for good reason: they are good. Imagine a flaky, buttery crust filled with a just-sweet-enough custard filling. Amazing.
There is a special pastel de nata that can only be found in Lisbon, specifically in the Belém (Bethlehem) area, near the Jerónimos Monastery (Mosteiro de Jerónimos) and the Belém Tower (Torre de Belém). It is called the Pastel de Belém and it has been made according to an old convent recipe in the same bakery (of the same name) since 1837.
There is usually a line wrapping around the front of the building to buy these tartlets, but you won't regret waiting for them. They are sold warm and in cute little boxes of 6, although you can of course buy them in any amount, starting at 0.95 Euro each. Not cheap, but worth a try, if only just to say that you did.