Where can I find public access data on mortgage delinquencies and foreclosures? I would like data at the monthly (I'll settle for quarterly) level for each county or zip code (I'll settle for state) in the US. I am just interested in the total numbers, but as a percent of all mortgages is fine too.
It seems that there is no federal level aggregation of foreclosures that is at the zip code or state level. But if you narrow your query, you can find municipality or regional datasets.
Here are some quick examples from an internet search: