There are many options for obtaining a police scanner, but a free version can be found online at Broadcastify. This scanner allows one to search by state, city or zip code and then choose from a list of available feeds.
Broadcastify allows users to listen through either the online player, Windows Media Player, iTunes or Winamp. The site shows whether the feed is online or offline and how many users are currently listening to the feed, and provides archived feeds for further listening. Broadcastify also provides a premium subscription through RadioReference.com, where users can register and have their accounts automatically connected to the Broadcastify site.