Walnut oil is pressed from raw or roasted walnuts. Nut oils have become increasingly popular with chefs where they are typically used in dressing or in in finishing sauces. Like most other nut oils walnut oil will go rancid quickly so buy in small bottles and use as quickly as possible.
Walnut oil may be harder to find than other oils. Whole Foods markets sells it as well as most health food stores. It's also widely available online. A reliable brand is La Tourangelle.
La Tourangelle walnut oil: 100% pure walnut oil.
*Note: Actual ingredients may vary per brand.