Windows on the World is the restaurant at the top of #2 World trade Center in New York City. It is, as the noder of that building remarks, bloody expensive. You're paying for the view, you see; from up there, you can see Connecticut on a reasonably clear day, and watch aircraft land and take off at both La Guardia, JFK...and Newark. :-) Windows (as it's called for short) has a bar as well, which mostly consists of an amphitheater-like half-bowl with seats facing out the glass, named the Cellar in the Sky (it's technically a wine bar, so...)

I've never been very impressed by the food or the service. But the windows, man, they make it aallllll worth it.

Update: as noted below and elsewhere, Windows on the World is no more. It was destroyed September 11, 2001 when Tower #1 (Thanks Zorin!) collapsed. I am leaving the above description as a tribute to a magnificent view, now lost to us, in the hopes that it will encourage anyone who sees it to demand the rebuilding of the World Trade Center complex. While the precise shape of the towers probably won't and can't be duplicated, and we may only get one instead of two, I urge and entreat everyone who doesn't wish to give in to the horrific system of values and efforts made by those who destroyed the original to push for at least the construction of an edifice as tall as the original.