Many of these are proprietary, so you can find similar fonts, but not the exact one.... do you have a specific team you're looking for? Here's some to get you started...
Yankees:
Here's a similar style, although not the same, as you'll see:
http://www.myfonts.com/fonts/agfa/hobo/hobo/
Another similar font, from a design who has worked for the Yankees:
http://www.myfonts.com/fonts/chriscostello/mirage/
Red Sox
http://www.timtastic.com/fonts/ or
http://www.1001freefonts.com/fonts/tfonts2.htm (scroll to TGIFriday)
Orioles
Team Spirit:
http://www.1001fonts.com/font_details.html?font_id=1766
Other commercial fonts worth looking at are:
Ephemera -
http://letterheadfonts.com/contributors/tomkennedy/ephemera.shtml
Ballpark -
http://letterheadfonts.com/contributors/tomkennedy/ballpark.shtml
Casey Ultrabold -
http://www.flashfonts.com/flashsite/fontspage.htm