Arizona PreForeclosures

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Free, but you have to sign up to use the service. Many areas have a very significant number of properties.

Free, but also requiring signup. They have a map in the center of the page to choose a county, the number of properties is listed below the map.

Trustee sales in Pima County, Arizona

Not a whole lot of information included in that list, you'll have to get more information from the county recorder.

Click the "Pending Sales" link on the lower right side. You can then click the "More Options" link and limit the results by county.