It's expensive, but this uncompromising bread is the best I've ever found in the USA and it ships nationwide: https://www.zingermans.com/Category.aspx?Category=all_breads

I shop at a major supermarket chain (in the U.S.). They have a variety of fancy breads without chemical additives, and cheap breads with a ton of chemical additives. Most of the bread is baked locally. Some of it is baked in the store itself.

When I was traveling in Europe, I stopped in stores to compare the foods and prices. I looked at the food labels, and the food there had just as many chemicals as the similarly priced items in the U.S. The expensive foods had fewer adulterants...but that's the same way expensive food in the U.S.

TLDR: expensive food is still decent everywhere. Cheap food is crap everywhere.