I also would like to mention that there's a type of hot paprika popular in Europe: the Hungarian variety. It is also available in different coarseness and heat levels, so hot paprika is often called Hungarian paprika.
But what if you can’t find these traditional Hungarian peppers? Don’t worry! An excellent alternative that you can easily find in the US is the Sweet Hungarian or Sweet Banana pepper. These elongated peppers share similarities with their Hungarian counterparts and have a mild, slightly sweet flavor. You can usually find them at local grocery stores or farmers’ markets, making them a convenient choice for homemade “Hungarian” paprika.