Your local paper that runs the legal notices will advertise the homes that are going into foreclosure. Once they have gone into foreclosure, many banks will post the homes they have for sale. Go to your banks website and search for bank owned or REO properties. You can also call a local agent that specialized in these types of properties. They will be able to pull a list of homes being advertised as foreclosures.
But don't just stop at foreclosures. If you are looking for distress sales, then you also want to look for "Corporate Owned", fixer-uppers, estate owned and vacant properties.