I first saw this concoction on the show "The best thing I ever ate" on the Food Network and really wanted to try it, but the restaurant that makes them is located in NYC so I googled it and gave this recipe a shot, the sour cream at first threw me but it really is a great addition to the shake.
Broil the marshmallows in the oven for ~5 minutes (or until they are browned on top). Assemble all of the other ingredients in a blender while the marshmallows are roasting. When the marshmallows are brown toss about 7 into the blender with the other ingredients and give it a good whirl. Pour into a glass and top off with 2-3 more toasted marshmallows. Straws are optional.