Sulphur

Sulphur (previously known as gunpowder, and not to be confused with Glowstone Dust) is not found naturally in the world of Minecraft, and cannot be obtained by mining. It can only be obtained through the killing of either Creepers or Ghasts. Sulphur can also occasionally be obtained by opening reward chests in dungeons. Creepers are less likely to drop sulphur if burned to death. Ghasts also drop sulphur, but because they float there is a good chance the sulphur will fall into lava or a place that cannot be reached.

Trivia
Sulphur was 'officially' referred to as gunpowder until the Beta's Item Naming update.