There is a program designed to prevent accidental destruction of buried utilities, which has made the effort to provide data about underground utilities to the public. This is the "Call before you dig" (http://call811.com/) program. Each state has it's own version of the "call before you dig" program. This free program will send a person out to a planned dig ...
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:
Connecticut, per municipality (2008-2016)
Los Angeles, per property (single years), with APN!