For example, Marmite Crumpets don't exist. You cannot buy them at the supermarket. To be clear: you can buy crumpets, you can buy marmite, you can buy butter; but you have to assemble them at home.
If you walk into a breakfast cafe, they will happily serve you sausage / egg / bacon / french toast / bubble / squeak (whatever that is). But no marmite crumpets. If you ask them to make it, they will give you a very strange look. It's not typically offered. It's something you just have to make at home.
It is unbuyable. Any tourist who comes to the UK to try a Marmite crumpet would need to bring a toaster or an oven with them, or quickly befriend a brit and hope that they have all the ingredients at home.
It's not a secret. You just can't have it.
*munches into crumpet thoughtfully, and salivates at the juicy savory delight, whilst staring at you pityingly and condescendingly*
Anyway, what's something that I could never experience unless I made it myself in your local?
As the other commenter stated, Italian moz is made from water buffalo milk, which the US doesn't have. And unfortunately, it's not importable because it wouldn't survive the trip without pasteurization (and current risks of bird flu with less pasturized milks due to lax US handling laws). There are also laws in the EU about what can be called moz, which dont exist in the US (don't get cheddar lovers started).
US moz is made with cows milk, and while it can be very good when made fresh, most people find the Itallian version to be a completely different cheese, and much more applicable to the dishes it is served with in Italy.
In the US, American-Italian food has made shifts to items like chicken parm, etc, partly because of historic American tastes, but also because of what pairs better with the cheese.
All this to say, moz is good, in Italy and in the US. But they are very different cheeses.