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:
Hobo : Style Details : MyFonts
Another similar font, from a design who has worked for the Yankees:
Mirage font family : MyFonts
Red Sox
timtastic! fonts or
Download Fonts - 1001 Free Fonts (scroll to TGIFriday)
Orioles
Team Spirit:
Team Spirit Font @ 1001Fonts.com
Other commercial fonts worth looking at are:
Ephemera -
Letterhead Fonts / Tom Kennedy / Ephemera
Ballpark -
Letterhead Fonts / Tom Kennedy / Ballpark Script
Casey Ultrabold -
FlashFonts Type Styles A to G