The foreclosure data from the National Delinquency Survey, produced by the Mortgage Bankers Association, is contained in Datastream. (State level data) (1979+)
In addition, Princeton has select activity data from 2005-2009 from RealtyTrac / Attomdata down to the MSA and county level as well as select data at the zip code level for the activity files for 2007-2024Q3. Princeton holds select inventory files at the MSA level from December 2007 through September 2024.
Also see Foreclosure Resource Center from the Federal Reserve Bank of Atlanta and The Center for Microeconomic Data from the Federal Reserve Bank of New York.