Foreclosure Information by state can be found at U.S. Department of Housing and Urban Development Data Set portal:
From this page, select the letter range your state falls within, then select your state. When you click the link, a folder will download with foreclosure data for that state.
HUD Data Note:"There are separate files for every state. Download HUD's methodology paper to understand the data sources and HUD's approach to estimating small area foreclosure rates."