You have the option to pay for a subscription service to receive forclosure listings in advance (foreclosures.net, etc.) if you'd like. However, these days the bank is more likely to hold onto their asset through the tax sale process and sell it themselves after foreclosure. This means that they are almost all listed through a broker, so you can find them by just searching the area and price range you would like as you normally would.
Also, a buyer's agent can keep you up to date on foreclosures so that you are the first to see them when they become available.
Good Luck!