We share this obsession too and visit grocery stores particularly in non-US locations to get a flavor of local life and buy staples like water. Memorable experiences have been in Barcelona, Venice, Ajaccio, Santiago, and Richmond BC (which might as well have been HKG).

With regard to loyalty cards in the US, Safeway and Kroger own a lot of the chains and their cards work in all of their stores. My "Tom Thumb" card works in Safeway and Vons, for example. My Kroger card works in Fred Meyer, City Market, etc. if all else fails, use "Jenny's" phone number from the Tommy Tutone song, (XXX)867-5309. XXX is the area code where you are at the time. It almost always works.