Substitute directory?
Yes.  The Cooks Thesaurus.

Some entries are more extensive than others -- for instance, the eggs entry gives different substitutions depending on what you're using the eggs for.

They're great for the 'I'm out of (x)' or 'I can't find (x) in my area'.

Where they're more likely to fail is the case of restrictive diets -- like if you're specifically looking for a gluten free or vegan alternative to something.  But in those cases, it's often better to do a recipe search for "gluten free" + (name of dish) as the substitution may involve a change in technique or other dramatic modification of the recipe.