Most US ingredients easily translate into UK ingredients, they just have different names, however some ingredients are special to the US so for those I have suggested the best equivalents, or ways to make your own substitutes. There are a few things you can pick up in places like Selfridges or Tesco's American Grocery Isle, but why go out of your way to buy them, when you probably have something just as good in your cupboard already.
See also: Cups to Grams Converter for Baking
Try out my spin on a pecan pie with a bourbon biscuit base and hidden chocolate chunks under a smooth layer of caramel. This makes for a deliciously decadent pecan pie.