Chicago Hot Dogs
A sport pepper is a pickeld serrano pepper. The problem
in New York is that they're not sold pickled in vinegar the way they are in Chicago. You can probably find them in Mexican markets, but preserved in seasoned oil, like jalapenos in escabeche
I lived in Chicago for many years, and good luck trying to find a Vienna Red Hot with sport peppers anywhere near here. Or Italian beef, for that matter.