Caul fat is the thin membrane that encases an animals intestines. While it sounds gross, the caul fat gives a roast body and supports it while it cooks. The fat melts away, and the roast stays formed.
One interesting tip is to lay it out on plastic wrap. The Caul Fat itself is like trying to wrestle a spider web. The plastic wrap gives it a foundation on which it can be handled.
Here are a couple of recipes.
Here are a couple of places where you might be able to buy it.
Amazon.com – Try it from your butcher first. Amazon wants you to buy A LOT.