The word "Khari" from which "curry" is derived, comes from Southern India and refers to a sauce of any kind. "Curry powder" was developed by the British, who wished to take the taste of Indian food home, without having to utilize fresh spices. As a result "curry powder" in the Western world has a fairly standardized taste, but there are literally millions of curry flavors in India.
Most recipes of curry powder will include coriander, turmeric, cumin, and fenugreek in the blend. Depending on the recipe, additional ingredients such as ginger, garlic, fennel seed, cinnamon, clove, mustard seed, green cardamom, black cardamom, mace, nutmeg, red pepper, long pepper, and black pepper may also be added.
In the US, you can purchase a curry powder at most grocery stores. It will likely be a mild, or sweet curry (meaning not hot) which appeals to the American palette.