In the Netherlands, as in France, and I'm guessing other EU countries, baking powder is easy to find in your local grocery store. The Dutch call it 'bakpoeder' and it comes in little packets. Unfortunately, it usually contains aluminum, which has some controversy regarding consumption. You can get aluminum-free baking powder at the reform winkles (health food stores) in the Netherlands, or you can import it from the US or head to Paris to Le Bon Marche grocery store and stock up on my personal favorite: Rumford Baking Powder. Yes, I will use any excuse to head to Paris.
But let's talk about baking soda for a moment. When I need good old Arm&Hammer I head to any Chinese grocery store, and I can always find a bright orange box. I recently discovered that it is also sold at the apotheek (pharmacy) here in the Netherlands. The name is Zuiverings-zout and as you can see below, the contents is 100% Natrium bicarbonaat, which is exactly the same as the ingredients on the A&H Box. Thanks to Karen for the zuiverings-zout! We miss you here!
I'd like to direct your attention to America's Test Kitchen's response regarding substituting baking soda for baking powder or the other way around. Their summary is that baking soda needs an acid, like lemon juice, vinegar, or yogurt to activate and baking powder does not. Baking powder is double acting because it contains both sodium bicarbonate (baking soda) and cream of tartar. Double acting baking powder can sit before baking because it reacts under high heat. Some people say you can substitute baking powder in place of baking soda if you just increase the amount, but I've had less than stellar results with that suggestion with respect to my favorite pancake recipe, which calls for both baking powder and baking soda.