Ryuk from Death Note loved apples. He knew apples in his own world, but claimed the Earth ones had far superior taste. At one point he brings a Shinigami Realm apple to Earth and offers it to Misa, who complains that it tastes like sand.
And Sidoh from Death Note develops a love of chocolate from Mello.
A Shinigami in a stand-alone sequel story who tried and failed to copy Ryuk by giving a Death Note to another human indulges in bananas.
In Chapter 109, the bonus chapter included in Volume 13 "How To Read", the Shinigami King is revealed to have adopted apples as well as his favorite. During the run of the series, he puts in a rule that prevents shinigami from getting a new Death Note if they lose theirs (after seeing what hijinks Ryuk gets into). By the time Chapter 109 rolls around, he'll give them out in exchange for two apples.
When Nanami travels back in time five hundred years in Kamisama Kiss she takes with her some modern food, including a bunch of canned peaches. Akura-Ou, the local demonic warlord, becomes addicted to them.
Mickey Mouse Comic Universe has Eega Beeva, aka. Pittisborum Psercy Pystachi Pseter Psersimmon Plummer-Push, who eats moth balls like sweets.
The Martian Manhunter's love of Oreo Expy's called Chocos (sometimes they're really Oreos, but usually it's the Brand X). At times this love is treated like an addiction.
The Skrull Xavin in Runaways claims that the Caramel Marchiatto is Earth's greatest creation.
The Prawns in District 9 love cat food. There's a pretty good chance that this is because it has a narcotic effect on them, but this is never confirmed.
Prot from K-PAX really enjoys Earth's "produce" (usually fruit, at least onscreen). In one memorable scene he devours a banana, peel and all.
In the 1995 Made-for-TV Movie version of The Invaders the eponymous invaders liked very fatty foods and smoking cigarettes - it was actually good for them.
Aquamarine added salt to everything she ate, but that probably has to do with her being a mermaid and all and used to salt water. The actress who played her, Sara Paxton, was actually pouring lots and lots of sugar to mimic the look without actually having to eat all that salt.
In Elf, Buddy, a human raised by Christmas elves, grew up on a diet of sugary sweets, so when he goes to the human world, he starts putting maple syrup on everything.
In the Star Wars short story compilation Tales from Jabba's Palace, one of the stories focuses on a particularly stupid Gamorrean Guard who shows a fondness for eating packing foam peanuts.
Andalites eat through their hooves, and tend to become Sense Freaks when they morph human and get taste buds for the first time. Ax will eat practically anything, but his cinnamon buns are his favorite by far.
In another book, a female Andalite goes nuts for jelly beans.
After the war is over, Andalites start going on taste tours on Earth where they take on human form and visit food courts. They eventually end up trading some valuable scientific knowledge and technology...in exchange for having a donut shop opened up on their homeworld.
In Wallace Mac_Farlane's "How Shall We Conquer?" (New Dimensions 3, ed. by Silverberg, 1973) Human Aliens make First Contact by inviting a single Earth family to live on their world for a year, then send a family of their own to live on Earth. The young alien girl, Elivizan, develops a fondness for cherry caramel sodas.
Vir becomes very fond of Shirley Temples when he is driven to drink in Babylon 5. For reference, a Shirley Temple (named for the child actress) consists of lime juice, grenadine, Ginger Ale and a cherry to garnish, and is notably non-alcoholic.
In an episode of The Golden Girls, Stan's cousin visits from Czechoslovakia, and complains about everything in America, except for Slushies, which she loves to the point that she even likes the brain freeze when she drinks too fast.
ELF (a clear parody of ALF) from Nicky510 likes to eat soap. He initially mistook it for food, but even finding out that it was not, failed to stop him from eating it at every opportunity.
In Space Beasts the Bird-like alien Falco (Not to be confused with THAT Falco) isn't especially fond of Earth foods (In one episode, he tries maple syrup and ends up wiping his tongue on the floor) But he does seem to be EXTREMELY fond of salmon especially while it's still live and squirming, which makes sense considering he's an evolved alien heron.
On a similar note Zander,-Who is a member of the same species as Falco- is also fond of Earth's fish, but he also seems to be very fond of apples, (This may be because his mate Matoaka, gave him an apple as a present the second time they met, this simple gesture seemed to have great emotional significance for Zander.)
Roger from American Dad! seems fond of Pecan Sandies. (And booze.)
Roger: These Chocodiles, oh my God.
Teen Titans: Starfire is very fond of mustard, going so far as to drink it.