Search for your local horse track using Google. You can get the results from the tracks online and see who the lucky horses and jockeys were. Most websites will show historical win/loss data for the horses.
You can purchase a racing newspaper (Racing Forum is one) or you can do research online. When you get to the track there is usually a program available for purchase that will list the horses in each race and thier background info. It may also give picks by informed pros that you can use to make your own decision.