Filo pastry (or phyllo - fillo) is a flour-based product from Greece or Turkey. The very thin sheets are often used to wrap fillings and produce a very crisp roll or parcel.
Filo pastry is used for some famous Middle Eastern sweet pastries like baklava. If you intend to buy: You can find it in packs of 8-10 square sheets. If you want to use it: Once the pack is opened, be sure to seal it well after use, otherwise remaining sheets will dry out and be unusable.