HP Sauce is a tangy condiment (a brown sauce) from the U.K. . The sauce is currently produced in the Netherlands by the Heinz company. This sauce can be used as you might use Worcestershire sauce.
In the U.K. this is an easily found grocery store item. In the U.S. you may find it in well stocked grocery stores including Walmart and Target. It can be purchased online at either of those stores as well as on Amazon.com: HP Original Sauce