redfin.com, you can filter to sold properties only. My assumption is that you are looking as you want to learn a market to help identify deals. You'll probably be using a broker too.. as you ask for their help see what type of market trends or sale records they can pull up for you. But don't waste their time if you don't plan on working with them but rather just want to pump them for information.
Richard Arden - Zillow is accurate if you are tying to find out what a property actually SOLD for. If you are looking at the property value based on the Zestimate then caveat emptor. As suggested - Zillow, Redfin, Trulia, County Websites and good old google searches can be used to get the data. Also, if you have a realtor, they can pull recent sales data in your area of interest.
Just tried zillow. Few of the sold homes had prices, most were listed at $0. Tried google searches when looking at homes sold on different sites "sold price not available" pops up and I did find one that was called homefinder which had a partial list of homes sold. The county websites I use charge to access that information but since I do not pay that yearly fee, I am not sure how quick it is updated. So it is not so easy to see how much it sold for.