Was the first time homebuyers credit received?
If you received this credit (or intrest free loan for the first group of "credits") then I would suggest talking to a professional. I know that the sale of a home within a certain time frame may result in repayment of that credit. Forecloser is like a "sale" back to the bank, so if that is a factor then talk to a tax professional that has encountered this.
There may also be a 1099-C for Cancellation of Debt. Make sure that if you get this then you meet with an EA or CPA so that the proper forms are filed. You may be able to exclude this from income taxes, but don't just "forget" about it.
If interest was paid, wouldn't you still get the 1098 from the lender as long as it was over $600? Most mortgage statements that I have seen will state the YTD interest paid.