Many things are, it's just a posh name for glutamic acid. Glutamates are basically what gives things an umami taste – think porcini. Cheese has plenty, and obviously stuff like Marmite and anything yeasty.
I inadvertently bought a 10 kg bag some time bag (note to self, look at the actual amount – but it was a bargain).
The myth of why a lot of people think MSG is bad for you is an interesting one, google Chinese Restaurant Syndrome, but basically started with a hoax letter in the NEJM.