The general substitute for sherry used in cooking is a mixture of apple cider, vanilla extract and coffee (or coffee syrup). This differs, however, when using it for a marinade, in which case a mixture of vinegar and either water or chicken stock is used.
Vanilla extract and a citrus juice such as orange or pineapple juice are useful in dishes that require little cooking. The most essential ingredient in any sherry substitute is vanilla extract, as it mimics the natural sweetness of the sherry. Citrus juices are used in substitutes for many other alcohols in cooking, such as rum, brandy or various liqueurs.