The answer is almost any tree and anywhere. Everything from the local woods to mail order from halfway around the world is available to the gardener of today. Look over your own local area for subjects to work with. The possible plantings you'll find will be climate-appropriate, and some nice displays can be set up showing off the local stock. Make sure you have the proper permission before you dig any trees not on your own property.
Laws protect government lands as well as private property.
Scour your local garden centers and nurseries. There are great potential bonsai hidden in the masses of plant life at these places. Use landscaping companies as a possible resource. Make contact with one or more of the companies in your area. When they go to take out shrubs or trees from a job site and replace them with others, you may be able to pick up some of the removed stock for a small fee or even at no cost.