Hi Klea- Yes there are lists, but in order to get exactly what you're looking for you would need to be a bit more specific with your request.
When a homeowner is in default and before the property is sold at auction, it is known as a pre-foreclosure situation. You can pay for lists of pre-foreclosures by subscribing to sites like realtytrac.com & foreclosures.com, but I've found these services to be incomplete and dated. Luckily, you can also get the same information by going down to your local county recorder's office and searching through the "Notice of Defaults".
However, finding the information is the easy part. As soon as a notice of default is filed, every investor and wannabe investor is going to be sending these owners mail, calling them and knocking on their door in hopes of getting a deal. Unless you know exactly what you're doing, I wouldn't bother with pre-foreclosures.
If a property goes to auction and doesn't sell, it will go back to the bank who owns the note and becomes what is known as an REO (Real Estate Owned) property . The bank will then hire an asset management company, who will hire a local agent to list and market the property just like any other. If you can find a good local agent, they should be able to get you a list of bank owned homes in your area.
Be careful though. REO's are also not for the faint of heart. A lot of times they're run down and have deferred maintenance. Additionally, they're almost always AS-IS sales and usually won't have any inspections or disclosures either.
Hope that helps. Good luck!