The advice about using a Realtor, who can search for such properties, is excellent. However, I do have to take issue with the characterization of people/companies who sell that information as "scam artists." I subscribe to a local (Washington metro area) service that compiles listings from local papers, attorney web sites, and other sources. I know the guy who owns the service; he's a local real estate investor. And it's not a scam. Every day, he has people go through papers, log onto web sites, and make calls, then compile the lists, enter them into an Excel spreadsheet, and e-mail them to me and his other subscribers. He's got his expenses, and he's trying to make a profit. (Costs me all of $10 a month for a large county.) Here's his link (I don't make a penny from it, but it's a good service): http://virginiapreforeclosurelist.com/contact_us.html
As Deborah says, these are properties in pre-foreclosure, not necessarily properties that are on the MLS. Actually, though, from an investor's standpoint, that's fine. I can contact those owners and ask if they want to sell me their property. I'm not competing against the hyper buyers who figure the only good deal is a short sale or REO. And if I (or another investor) buys directly, and it's not listed, the seller can save the real estate commission. That can be a persuasive argument when talking to someone in preforeclosure.
So, if you want to pursue foreclosures listed for sale, your best choice is a Realtor. If you want to pursue foreclosures that may not be listed for sale, you can either do the research yourself (combing through the newspapers, compiling the data) or pay someone else to do it for you. Not a scam. Just capitalism and free enterprise.
Hope that helps.