Whether it's the USOpen or Wrigley Field; Madison Square Garden or the Yankees-- not much without cheese. Or nuts. Or wheat.
French fries have proved fine in all stadiums we've been to. But at baseball games, there's bags of peanuts with shells all around. And of course, Crackerjacks.
In Minnesota there's food allergy group which a number of times a year gets a "peanut free zone" and sometimes, a peanut free day! at their stadium. Kudos to that organizer-- that's a great thing. It's good to know you're safe.
But on regular days, in other venues and states, finding food that's safe is tough. At Yankee Stadium
In New York there's a Johnny Rockets which will get you a burger without a bun and one that hasn't been near the cheese( utensils also). And there's a steak station-- everything's expensive at Yankee Stadium;this is no exception.
As for Wrigley, there's bratwurst. Fries. And Vienna beef-- the Italian beef sandwiches are dipped and seems like there's butter product there-- but also if no bun, VERY messy haha.
( can you tell, I like baseball...)
Doesn't detract from the game or the match or the general fun-- but be prepared to be careful around the peanut products-- and to find few choices for the food allergic.