Rocky Road is a type of dessert

Dessert

In cultures around the world, dessert is a course that typically comes at the end of a meal, usually consisting of sweet food. The word comes from the French language as dessert and this from Old French desservir, "to clear the table" and "to serve." Common Western desserts include cakes, biscuits,...

 made up of milk chocolate and marshmallow

Marshmallow

The marshmallow is a confection that, in its modern form, typically consists of sugar, corn syrup, water, gelatin that has been softened in hot water, dextrose, vanilla flavourings, and sometimes colouring, whipped to a spongy consistency. Some marshmallow recipes call for egg whites...

 which is usually served in individual portions such as a cupcake

Cupcake

A cupcake is a small cake designed to serve one person, frequently baked in a small, thin paper or aluminum cup...

 or in American cuisine, as an ice cream

Ice cream

Ice cream is a frozen dessert usually made from dairy products, such as milk and cream, and often combined with fruits or other ingredients and flavours. Most varieties contain sugar, although some are made with other sweeteners...

 flavor.

Australia

The main ingredients in traditional Australian Rocky Road are:

• marshmallow
• milk chocolate (sometimes dark or white chocolate is used)
• Jelly
  Gelatin dessert
  Gelatin desserts are desserts made with sweetened and flavored gelatin. They can be made by combining plain gelatin with other ingredients or by using a premixed blend of gelatin with additives...
  
   (a gelatin
  Gelatin
  Gelatin is a translucent, colorless, brittle , flavorless solid substance, derived from the collagen inside animals' skin and bones. It is commonly used as a gelling agent in food, pharmaceuticals, photography, and cosmetic manufacturing. Substances containing gelatin or functioning in a similar...
  
   preparation or often Jell-O
  Jell-O
  Jell-O is a brand name belonging to U.S.-based Kraft Foods for a number of gelatin desserts, including fruit gels, puddings and no-bake cream pies. The brand's popularity has led to it being used as a generic term for gelatin dessert across the U.S. and Canada....
  
   in U.S. English)
• desiccated coconut
  Coconut
  The coconut palm, Cocos nucifera, is a member of the family Arecaceae . It is the only accepted species in the genus Cocos. The term coconut can refer to the entire coconut palm, the seed, or the fruit, which is not a botanical nut. The spelling cocoanut is an old-fashioned form of the word...
  
  
• glace cherries
• nuts
  Nut (fruit)
  A nut is a hard-shelled fruit of some plants having an indehiscent seed. While a wide variety of dried seeds and fruits are called nuts in English, only a certain number of them are considered by biologists to be true nuts...
  
  , particularly peanut
  Peanut
  The peanut, or groundnut , is a species in the legume or "bean" family , so it is not a nut. The peanut was probably first cultivated in the valleys of Peru. It is an annual herbaceous plant growing tall...
  
  s
• Turkish delight
  Turkish Delight
  Turkish delight or lokum is a family of confections based on a gel of starch and sugar. Premium varieties consist largely of chopped dates, pistachios and hazelnuts or walnuts bound by the gel; the cheapest are mostly gel, generally flavored with rosewater, mastic, or lemon...
  
  
• strawberry sauce

United Kingdom

The main ingredients in traditional British Rocky Road are:

• marshmallow
• biscuit
  Biscuit
  A biscuit is a baked, edible, and commonly flour-based product. The term is used to apply to two distinctly different products in North America and the Commonwealth Nations....
  
  
• milk chocolate (sometimes dark or white chocolate is used)
• cherries
• raisins and sultanas
  Sultana (grape)
  The sultana is a type of white, seedless grape assumed to originate from the Turkish, Greek, or Iranian area...
  
  
• a light dusting of icing sugar on the top

USA

The main ingredients in traditional American Rocky Road are:

• marshmallow
• milk chocolate
• walnuts or almonds

The most popular version of Rocky Road in the U.S. is in ice cream

Rocky road ice cream

Rocky road ice cream is a chocolate flavor. Though there are variations on the flavor, it is traditionally composed of chocolate ice cream, nuts, and marshmallows...

 form, which consists of chocolate ice cream, marshmallows (or sometimes a "marshmallow swirl"), and nuts.
Although not as popular, slabs of Rocky Road can also be found at confectioner's shops. The Annabelle Candy Company

Annabelle Candy Company

The Annabelle Candy Company is a Hayward, California based candy manufacturer. The company was founded in San Francisco, California in 1950 by Russian immigrant Sam Altshuler, who named the company after his daughter...

manufactures a candy bar called Rocky Road that has marshmallow, a thin covering of chocolate, and cashews.