Costco stores seem to stock very different items, depending on the location. We buy ground bison and organic chicken when visiting my sister. Those items are not in our local costco. We also pick up fresh and frozen organic fruits and vegetables when they're available. Do what you would in any grocery store: read the signs, labels, and packaging very carefully and mostly forgo anything more than minimally processed.
Costco has (or had) organic ground beef at a really good price - $12 for three 1 pound packs. It's not entirely grass fed, iirc. BJ's or Costco are just like shopping at any conventional grocery store - only bigger.
From Costco I used to buy Wholly Guacamole (awesome stuff!), canned salmon (forgot the brand), frozen mixed berries, and a few differnt meat items in bulk that I divided up into single portions and froze.
My local costco has Organic Ground Beef (fresh or frozen), Wild Caught Salmon @ 8.99/pound, Wild Caught Salmon Burgers (frozen), Canned Salmon, Organic Spinach and Spring Mix Lettuce, Coleman Chicken and Sausage. Best price on Avacodos, Almonds, and Kerrygold Cheese (if you can tolerate dairy) in the area.
The Costcos in my town carry locally grown produce and meats in and amongst the stuff imported from Chile, Argentina, etc. The last time I bought lamb, it was from New Zealand. You just have to read the labels and get to know what is there. Every store carries a different inventory.
I don't know if you'd really need a list, but more of an open mind. Like others have said, every location carries a slightly different mix.
The last things I got while I was there was romaine, eggs, water, Kerrygold butter, salmon, spinach, and coffee. You could also pick up olive oil and meats. I didn't look at meat last time I was there because I had quite a bit already. And sadly, I think all the bacon I looked at was still full of junk.
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