He said it must be a childhood memory he blocked out, but he has a "morbid fear" of one of the most beautiful countries in the world...Switzerland
He made a joke about having a traumatic experience with The Sound Of Music, but there is something about the snow-capped mountains, alpine vistas & even the cheese that he's completely turned off by.
From that same interview with Conan, you can watch Anthony Bourdain talk about the saddest meal he's ever had...Johnny Rockets at an airport.