After learning that California is the source of almonds and walnuts (and now pistachios), I've stopped buying those nuts (and I'm definitely not buying almond milk). When I do buy nuts, I try to find nuts that are grown in my region - pecans and peanuts - although often some of those are imported from overseas.
In today's global economy, it is often difficult to do the right thing when it comes to food. However, you can make steps in the right direction by shopping at local farmers' markets, checking the place of origin on food you get from the grocery store, refraining from purchasing foods that you know come from environmentally sensitive areas, and even growing your own food.
Learn more about the water shortage in California here.