You will probably have to subscribe to or join the local MLS for any area that you are interested in. There is no national MLS. I have had friends who had to join up to six different services to cover one large metropolitan area and its outskirts. What a pain.
Some of the worst areas have had some consolidation. But there is no easy way to get all the information.
My approach would be to network and meet good agents in any location that I wanted to examine. I would work with a Buyer's agent for each of these local areas. I would ask that they return part of the commission as a referral fee - but I would let them make money. Every time that I have purchased a property in a local area outside of my area of expertise, I have relied on a local agent to prevent unpleasant surprises.