The alfajor was brought to Latin America from Spain, where it is still eaten as a traditional Christmas cookie. It's believed to have been introduced to Spain with the invasion of the Moors (because Spanish words beginning with "al" are believed to have Arabic roots.) Today, the name is the only similarity left between the Spanish and Latin American version of the cookie. The alfajores enjoyed in Spain are made with honey, almonds and spices -- a delightful mix to be sure -- but they have got nothing on the melt-in-your-mouth cookie that's sandwiched with dulce de leche (a milk-based caramel).
There are many versions of the alfajores enjoyed all over Central and South America, probably more variations than countries in which they are made. (Argentina, Chile, Peru, Bolivia, Paraguay, Uruguay, you get the idea.) Some are cakey, others are buttery, but the best ones -- in our humble opinion -- are the ones baked with cornstarch.
Cornstarch isn't an ingredient that many bakers get excited about, but it has a magical effect on the alfajor. With almost equal parts cornstarch to butter, sugar and flour, the easy-to-work dough creates a cookie that's crumbly and tender. On its own the cookie might not be much to write home about, but when filled with dulce de leche they are elevated to a whole new realm. A buttery, crisp cookie -- desired in so many other situations -- can struggle against the dulce de leche, breaking apart or just tasting too heavy. But the cornstarch-based ones -- known as Alfajores de Maizena -- are light when the dulce de leche is dense, crumble when the the dulce de leche is sticky; the cookies are basically the ying to the milk caramel's yang.