Vegetarians don't eat...
Gelatine

Made from animal ligaments, tendons, skin and bones!
Often found in sweets (including marshmallows), biscuits, margarine, yoghurt, mousse, medicine capsules, vitamin / mineral supplements and some coloured drinks. Sometimes found in chewy sweets, cakes and biscuits. Fortunately vegetarian alternatives to gelatine medicine capsules are becoming more widely available.
Rennet

An enzyme traditionally sourced from the stomach of slaughtered newly born calves and used to make cheese.
Vegatarian cheeses are manufactured using rennet from non-animal sources. Many UK cheese manufacturers use vegetarian rennet so look out for those packs marked suitable for vegetarians.
Animal fats

Made from the tissues and bones of slaughtered animals and sometimes used in the manufacture of margarines, cakes, pastries and biscuits. Lard and non-vegetarian suet are types of animal fat.
Fish
Vegetarians definitely do not eat fish!!! See The Vegetarian Society's Fish Campaign.
Cochineal
A red colouring made from crushed insects! Also known as E120 and sometimes called Carmine it is used as a food and drink colouring and can be found in some biscuits, desserts, coloured drinks and sweets.
Battery farmed eggs
Many vegetarians will only eat free-range eggs because of objections to the animal welfare issues involved in the battery farming of hens. The Vegetarian Society only approves products containing eggs if they are free-range.
For more information on vegetarian stumbling blocks.