Mora (Paris) have an online ordering site – I ordered Bergamot essence and white marzipan from them and it arrived fast and safely to me in Spain.
Coloimport (metro Rocafort and online) has ingredients from all over the world and I found French T45 flour (Francine) there.
Gadgets cuina (various shops and online) has a nice selection of baking equipment and some useful specialist ingredients like inverted sugar.
A Taste of home (metro Rocafort) sells UK products, including some typical UK baking ingredients like caster sugar, self-raising flour and marzipan, which you can also make yourself. The shop is a little expensive (you should also check the sell-by-dates) but lots of interesting stuff and spices.
G Detou has an enormous selection of ingredients used in French patisserie, like buckets of praliné, pink praline, really effective colouring powders, coffee essence, and much more.
Mora has some lovely baking equipment and specialist ingredients like bergamot or orange flower essence.
You can find many ingredients in the supermarkets, like Waitrose and Sainsburies.
Do you have any shops to add to this list for your country? If you like, let us know the details, e-mail me or post a comment below!