I had a Mackeson's XXX milk stout last night, mainly for the pleasure of sampling a beer style not commonly found in the USA.
Milk stout (also called sweet stout) is a mild yet full-bodied dark ale with unfermentable sugars added (most commonly lactose) to give the beer sweetness and counteract the roasted malt character. Thought to be very nutritious, English doctors used to recommend it to nursing mothers back in the day.
It seems to be mostly a London style, although a couple of American Breweries (Lancaster Brewing of PA comes to mind) also produce a milk stout. Still, it seems the style has never really caught on among American microbrewers except as a novelty. To some extent, this reflects the current state of the style in its home country as well, since it has certainly fallen out of favor since the '50s. Kind of a shame, really.