These pungent little green globes often served with smoked salmon but gracing many other delicious Mediterranean dishes are the preserved immature buds of a white flower that grows on a thorny bush native to the Mediterranean and parts of Asia. If you were to eat a freshly picked caper bud it would apparently be extremely bitter. Instead, they are usually sun-dried and pickled in a vinegar brine, though you may find them packed in salt.
Tiny nonpareil capers (about the size of a black peppercorn) from France are generally considered to be the best; those from Italy can be bigger, about the size of the tip of your little finger. Caperberries are picked when mature, so are larger than capers; they have stems and can be the size of a cocktail olive.
Rinse and drain capers before using them to remove excess saltiness or brininess.
gwenllian tells me that pickled nasturtium buds are very similar to capers, so perhaps you can make your own!