This is kind of embarrassing to ask but I’m not sure. Which one is correct?

I like bread, milk, and cheese.
or is it
I like bread, milk and cheese.

This site says that Brits and Americans use it differently. So does that mean either way could be correct?
http://www.grammar-monster.com/lessons/commas_in_lists.htm

Topics: education, school, grammar, punctuation, comma