In-between fats. Saturated fats are common in the American diet. They are solid at room temperature — think cooled bacon grease. Common sources of saturated fat include red meat, whole milk and other whole-milk dairy foods, cheese, coconut oil, and many commercially prepared baked goods and other foods.aturated fats are common in the American diet. They are solid at room temperature — think cooled bacon grease. Common sources of saturated fat include red meat, whole milk and other whole-milk dairy foods, cheese, coconut oil, and many commercially prepared baked goods and other foods.