The "wall wart" is used to describe the relatively common power supply "cubes" that are supplied as AC adapters for radios, CD players, battery chargers, etc. They are also used on lot of things that do not consume a lot of power. Here in the US you can purchase them all over the place - Radio Shack, KMart, etc. They can also be purchased via mail order. Look at Jameco website and search on power supply - you'll see what I mean.
The "wall wart" can supply AC or DC - I've got plenty of each. They all have transformers and if DC they have rectifiers in them. Some have regulators in them as well.