Air Filter - K&N 33-2532 reuseable replacement panel air filter (any Autozone can order these)
Cosworth front & rear discs - Available from BAT (www.batinc.com) in Florida
Dump Valve/BOV - Available from www.roadsterperformance.com (Bailey models). Rercirculating and atmospheric valves available.
Any LHD Cosworth parts - Can be purchased through www.OPMD.com in New Jersey. They order parts from Ford of Europe and ship it directly to you.
Rear calipers & pads - are merely Merkur Scorpio items. Order them from anywhere (so long as your Cossie is RWD)..
ABS unit & wheel sensors - are again, simply Merkur Scorpio parts easily ordered from anywhere including Rapido.
Thanks to Wes for this info below:
Cometic Gaskets
Brandon
tel. 440-354-0777 (Ohio)
Exh. manifold gasket - EX3508064AM (need to order 4)
Intake manifold gasket - IR231060AFM
Throttle body gasket - CB084060AFM
Plenum gasket - EC638060AFM
Valve cover gasket - VC051060AFM
Water pump gasket - WP129060AFM
For spark plugs (NGK PFR7B stock #4853) can be ordered from Advance Auto - these were also stock also on some early 90s Audis).
Bosch 803 (green-top) injectors typically used for stage 2/3 upgrades are the stock ones from a Porsche 944 Turbo (951).
Note: Most parts for the interior, exterior and even some mechanical are interchangable with the Merkur XR4Ti if you own a 3dr Cosworth model. If you're in a bind, anything from a Merkur can be used (say a whole Merkur rear axle assembly). Even buying a parts Merkur XR4Ti wouldn't be a bad idea.