Night food. It is delicious. It is better than day food. It is not entirely certain you will know what it is. That is not important.
Rio de Janeiro may be lacking in the Mexican food department, and eating out may be ludicrously expensive, but there is certainly no shortage of delicious night food. In fact, it is far more delicious than any other means of caloric consumption (cerveja/açaí excluded).
Undertakings up until this point have led me to nominate the van that parks across the street from a bar in Ipanema (Emporio) as the number one night food spot. If you venture inside the bar you will be forced to buy very small beers at R$4.50 apiece and fries for R$15 a plate.
However, at this magical van (owned and operated by the lovely “Tia” and her crew) you can purchase cans of cerveja for R$2.50 and cheeseburgers (x-burgers) for only R$4.
These burgers are quite mysterious as they contain an assortment of toppings including what I believe to be an egg accompanied by numerous squirts of various mystical Brazilian sauces.
Eating out of the back of a van in Ipanema, as you likely suspected is the most sanitary of environments and there have been zero reports of the symptoms associated with eating tacos from Jack in the Box or Chipotle burritos as a result of eating said night food (or signs of the dengue).