Yes, there is a difference. Ja, es gibt einen Unterschied. "einkaufen" is mainly used with "gehen": einkaufen gehen = to go shopping but can also be used on its own, like this: Where have you been? - I was out shopping. - Ah, what did you buy? Wo bist Du gewesen? - Ich war einkaufen. - Ach, was hast Du gekauft? Here, you could NOT say: "Ich war kaufen." However, in some instances "einkaufen" and "kaufen" are indeed interchangeable, as in: Ist noch Milch da? - Nein, ich habe vergessen welche zu kaufen/einzukaufen.