Parts of Budapest, especially, Váci utca in the city center, are notorious for "consume girls", who target solo male foreigners.
A couple of attractive young women (they’re not difficult to spot) will approach you, get talking and, without wasting any time, "invite" you to a bar of their choice. A few drinks later, you will find yourself presented with a bill somewhat much bigger than you bargained for and be strongarmed into paying up.
The bars, and the waiters who work in them, are an integral part of the scam, so bids for escape or complaint are futile, but if ever you do find yourself caught up in such a situation then report it to the police. Even if you disregard pick-ups and avoid places offering the "companionship of lovely ladies", there’s a risk of gross overcharging at restaurants or bars which don’t list their prices.
Be careful, and always check how much things cost in the bar or restaurant before ordering. If you get stung, try insisting that you’ll only pay in the presence of the police.
The U.S. government as well as others cautions travelers against patronizing certain bars and clubs. You can view the list here: http://hungary.usembassy.gov/tourist_advisory.html