"Yamadori", the Japanese euphemism of, 'rescued from the forrest' has gotten just about every single wild grown azalea dug up. I expect if you went to Japan and tried doing that today you'd get shot. Likewise digging naturaly dwarfed trees out of federal and state parks here in the USA is illegal.
That said, there are unwanted trees and shrubs being perpetually mowed or removed (or sprayed) out of existance here, that might bear your examination. Inasmuch as they are free for the asking, are worth your enquirey and trial.
A enquirey at freecycle in the spring and fall, is enherently, well, free. It should also set aside any doubt or question of the propriety of digging on somebody elses property.
This was one of the fastest ways I found to get free candidates with big enough stumps to be worthy of first styling.
Oh you'll loose a year or three getting the roots to recover from being taken up, but a big nursery pot will let roots recover while you spin the pot on a dolly and scheme about how to rework the top. Time enough to think about things that will benefit you and the tree.
Azalea, birch, blueberry, boxwood, crab apple, elm, quince, maple, mullberry, oak, pear, just to name a few.
If nobody has read my introduction post here in this forum, I'm real partial to bonsai that live out of doors. This was the only way I found to get big enough stumps to play with, without needing to wait a decade or float a third-world sized national debt.
If you ask nice, you'll get rewarded with stock you might never live long enough to grow out on your own from seedlings.