How does a site like this get the lis pendens...

How does a site like http://www.propertyshark.com get the lis pendens and foreclosures the day they become public?

I can’t even get them from my county online. Do they provide some sort of feed to this website?

Most services like this employ people to pull records at the recorders office on a daily basis and enter the information into a database. Something you could do yourself if you were so inclined.