Lard is fat from a pig. However good lard is made from not just any ol’ pig fat. It comes from the region around the kidneys. This “leaf lard” as it’s called has the mildest flavor and a nice firm texture, and it’s really the only lard that’s good enough for baking applications. Generally you need to find it at butcher shops or farmers markets and must render it yourself. Fortunately that’s pretty easy to do. Good lard does introduce some piggy flavor, but it’s quite nice I think, even in sweet applications.