Also, go to your local real estate office, many agents have pre-foreclosure properties that they are selling and have to do a short sale through the bank.
I hope this answer helped you.
Banks/Gov. maintain databases and purchase/bid info on their REO/Foreclosure properties for sale.
Find the links here....http://www.mortgagenewsdaily.com/wiki/REO_Database_List.asp
Other type of places to check...... http://www.propertyauction.com/Residential-Real-Estate-Aucti