What is the most expensive nut?

Macadamia Nuts.

Macadamia integrifolia is native to southeastern Queensland where it grows in the rain forests and close to streams. M. tetraphylla is native to southeastern Queensland and northeastern New South Wales, growing in rain forests, in moist places and along stream banks. At the point where the two species meet, there are types that appear to be natural hybrids. The macadamia was introduced into Hawaii about 1881 where it was used as an ornamental and for reforestation. The Hawaii Agricultural Experiment Station named and introduced several promising selections in 1948, which led to the modern macadamia industry in Hawaii. In California two seedling macadamias were planted in the early 1880's and are still standing on the Berkeley campus of the University of California. The importation of improved and named varieties into California from Hawaii began about 1950. Macadamias are also commercially important in Australia, South Africa and Central America.

Most of the Macadamia nuts you buy here in the US come from New Zealand. The cost has to do with processing the nuts (getting the little buggers out of there shell) and shipping.

Since the outer hull of a macadamia nut is highly toxic, it first has to be baked, then the hull removed by specialized machines, and then shelled, packaged and shipped.

http://www.webanswers.com/food-drink/why-are-macadamia-nuts-so-expensi ve-48ee9d