I just bought a new king size bed and during the search for the perfect bed found out....Eastern King is a standard King Size bed....Western King is a California King.

They sell eastern (or regular) king sheets in a set normally, and you can buy the California (or western) King fitted sheet because it is the one thing the won't fit a California King bed from a regular set of sheets. I think a california king is longer than a regular king bed.

At department (Macy's, Neiman Marcus etc..) stores you can normally buy sheets sold individually (ie, not all the sheets they sell are pre-packaged for sets). Most other places sell sheet sets.