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:
I was just helping someone find data on delinquencies so I thought I'd add an update. The Consumer Financial Protection Bureau publishes mortgage delinquency rates for states, metro areas, and the 400 to 500 largest counties in the US:
This data is sourced from the National Mortgage Database produced by the FHFA. They publish some aggregate stats for the nation, but also provide public use microdata files:
I'm not aware of a public national source that provides data for all counties or for places below the county level. You can go state by state, or use a proprietary source like the MBA National Delinquency Survey.