I also wonder whether you could find a failing bank (like those on that last page I linked from the FDIC). Those particular ones are dead and being buried by the government. But if a bank were at an earlier stage of failure, perhaps in bankruptcy court, then someone could make a good offer on it. Normally, a bankruptcy receiver or judge will go with the highest bidder, though there may well be government pressure on them to select a conventional buyer (i.e. a larger bank).