Mississippi mud cake is a classic, and while some recipes include nuts, coconut, or both, most start with chocolate cake topped with marshmallow creme and chocolate frosting. Mississippi mud pie, on the other hand, is a name used to describe a wide variety of chocolate desserts. They may have 2 layers or 5, include ice cream, have a brownie base, use marshmallows, use meringue, include a whipped topping and cream cheese layer, or any of the above (and more).