Sunflower oil is a heart-healthy polyunsaturated fat. It comes from pressing the seeds of sunflowers, or Helianthus annuus. It's a light, nearly flavorless and odorless oil that works well raw or cooked in many recipes. U.S. production of sunflower oil has increased since the 1960s, in part due to consumer preference for polyunsaturated oils over butter and lard, according to the Economic Botany website of the University of California, Los Angeles. You can cook with several substitutes for sunflower oil.