Bankruptcy filings are generally organized by county. If you have some time on your hands and are only searching for bankrupt companies in your county, you can pay a visit to your local county offices and browse through your local government's database of bankruptcy filings. This approach is more easily executed in some counties than others, however.
Some counties have computerized bankruptcy filings, allowing you to search for bankruptcies by typing in a particular company's name; other counties still store their bankruptcy records on difficult-to-read microfiche or easily lost or mangled paper files. In those counties where records have been computerized, you may be able to have bankruptcies emailed to you on a daily, weekly, or monthly basis, or sent via U.S. mail on a computer disk. Typically there is a small fee for this service.
Most regional business journals and legal newspapers publish the names of companies filing for bankruptcy. You'll have to get the published versions for bankruptcy filings, however; journals don't usually put those sections online.