Also, if you like to cook, supermarkets in Bangkok can be a treat. Considering the steady stream of everyone going to the city, it would be difficult not to find a certain ingredient...though South America might be the trickiest.
Still, when in doubt, look for where that community has a big presence. Arab/South Indian/Ethiopian restaurants/markets are around Nana, Japanese stuff can be found at Gateway Ekkamai and Koreatown is just east of Nana. Another time, I randomly ended up at a Filipino market in the Silom 64 building by Sala Daeng.