You're 100% correct. This site is pretty much useless if you're searching for foreclosures. That's because the only thing that comes up if you search for foreclosures are RealtyTrac ads. They're not listings; they're ads. The homes generally aren't for sale. Many will never be. Some, as you discovered, were sold months ago.
If you're looking for foreclosures, call a local Realtor. Virtually all foreclosures that are legitimately for sale will be listed on the MLS, and a Realtor can supply that information to you.
Or, as Dan suggests, use http://www.Realtor.com Or, I'm sure, lots of agents in your area have web sites that allow you to search for properties.