First, a justification against claims such as:
-Ew!
-Why would you put something like that in your body?
-SO MUCH FAT
-That is a frightening piece of food...
...this is something that I will eat once and ONE TIME ONLY, just because I feel it's an experience that I need to have given my extreme food adventurousness. Also, given that I just had this once, the calories will distribute themselves out. Oh yes, most importantly, these things were free, because it was part of a school fair where all the food was free, so I am not actually endorsing this type of food behavior, and am instead just participating in it as a kind of spectator (albeit one with front-row seats).
Deep-fried Twinkie: I've never had a Twinkie, so no comparison there. Deep-fried Twinkie was better than I expected, because once you bite into its crisp, greasy crust, the Twinkie filling oozes out into your mouth as a sugary mess (one that is only achieved through the wonders of artificial flavoring and high-fructose corn syrup I'm guessing). Could not finish it though, just because the grease on my fingers (I was eating this with my hands) reminded me of the process that created this monster.

Deep-fried Oreo: Marginally better than the Twinkie (at least I thought so) because the bitter taste of the black oreo cookie was able to balance out the sugary-sweetness of the white filling. Still greasy and all, but not bad.

Side note...I looked up how many calories were in a deep-fried Twinkie, expecting like 1000+ calories or so, but it turned out to be around 450 (and I'm assuming the Oreo had less)...so overall, not bad! I was satisfied with the explorations of my palate to American fair favorites. Of course, I went to the gym to burn off those calories+fat the week following my deep-fried tastings.
Additional side note: I actually ate dinner the day I had these deep-fried concoctions in Chinatown. Suffice to say, the proportion of salads in my diet has increased slightly.