Visit Sam's Club Bakery in Kansas City. When it comes to delicious fresh bread and bakery goods, Sam's Club is your #1 source. From a wide variety of buns, bread and rolls and breakfast goodies to mouthwatering desserts and pastries, you'll find everything you need. Stop by to get the gourmet bakery experience without the high prices. You can even buy refrigerated dough and then fill your home with the smell of fresh-baked bread!