Technically, lox is brined salmon which is not cooked, but it’s mostly used to refer to smoked salmon, eaten for breakfast in Jewish communities. It’s often eaten on a bagel with cream cheese and some other toppings.
There is nothing inherently Jewish about lox, other than the name (it’s Yiddish for “salmon”; sometimes spelled “lacks”).
My Jewish Learning claimed that the Jewish tradition about this didn’t originate in Europe, but in America.
[…] there is no evidence that the Jews of Eastern Europe ate it in the shtetls. The widespread availability and interest in lox did not come about until Eastern European Jews arrived in America in the late 19th and early 20th centuries.
However, MyRecipes.com claims the opposite:
Brining salmon is a Scandanavian tradition, but it was also popular among Eastern European Jews. Some of these people immigrated to the U.S. and brought their affinity for brined, cured, and smoked fish with them.
Bagels also apparently have some Jewish connections too:
In 1267, a group of Polish bishops forbade Christians to buy any foodstuffs from Jews, darkly hinting that they contained poison for the unsuspecting gentile. At some point, the theory goes, Jews were allowed to work with bread that was boiled, and they created the bagel to comply with his ruling.
The cream cheese and salmon combination seems weird, and the source of the combination is disputed. Jews cannot combine dairy and meat, but fish is neither, so it can be consumed with cream cheese.