From France and Belgium, Lu's peit Ecolier, "little school child", taste just like Smores to me minus the marshmallow, but are oh so good. I technically have wanted to try and stick a marshmallow on them, but haven't done it yet.
Aero bars, from the UK, are my favorite. I can find them at World Market here in the US, and they're very popular. They're named Aero due to the bubbles in the bar that are said to aid digestion and the taste. Interesting factoid, car manufacturers looked at the Aero bar and was able to manufacture car parts using the same Aero method to make the parts lighter, thereby making the vehicle more fuel efficient. I couldn't care as long as I still can get a hold of my Aero bars. It's the best candy bar ever!
Then there's Poutine. French fries covered in gravy and cheese curds, it's the comfort food of Canada. My son loves poutine so much, that when he went to school they asked him what his favorite food was. He replied "poutine", but they had no clue what it was and though he said "protein". What a little-man, eh?
McVitie's Hobnob Flapjacks. I spent a good part of Christmas 2008 hunting these down. Ended up our good friends in Bristol shipped us some to save the day. While flapjacks in America refer to pancakes, in the UK, it's this granola honey biscuit made by a company called United Biscuit. Hobnobs, can be found in America, but their flapjacks seem to only be available overseas.
HP Sauce, it's like a sweet version of A-1, and it's insanely popular in the UK, and other parts of Europe. It's put on almost everything from fish and chips, to shepherd's pie, to eggs or steak. If you don't have a bottle of HP in your cabinets than you're clearly missing out on one of life's simple pleasures.
Of course there's tons more, like Belgian Kriek, German landjagers, Sarson's Vinegar, Mince Pies, fritessaus, gaufres, and so much more I need to add to this list down the road. What foods do you miss that we have to try?