If you just need to know the sales prices and dates for a property within the last 10 years or so, you could check out a website like http://www.cyberhomes.com,
which is run by Fidelity National Title Company. When you look up a specific property, you will see that information listed. If you need a more comprehensive sales history than that, you would have to go directly to the county recorder's office to look up recorded sales or to a title company, which would also have access to those records. You may have to pay a fee if you go to a title company, however. At the county office, you will likely only pay a fee on copies you request.
If your interest is in finding out how much the current owner paid and when, the website should work fine.