Decide what types of classes you're interested in auditing. There are so many courses now taught online, including those offered by exclusively online colleges and those offered by traditional colleges and universities in an online format. If you don't have an idea of the types of classes you want to audit, you'll be searching for a long time.
Start looking at online colleges and see if they allow you to audit courses. As of 2011, the online education world is still in its infancy. As it becomes a more mainstream method of education, it's possible that more online schools will provide audit options for classes, so it will never hurt to check back with schools that offer classes you want to audit that don't currently make that option available.
Look into audit material that's posted by brick-and-mortar colleges; many colleges now put complete course material online. You'll find this in a number of different places, such as on the university's website and through services like iTunes U. You may discover that you have an opportunity to study everything that's taught in a given class at your own pace, and in some instances it won't cost you a cent.
Apply to audit the course if an application is required. What you need to do to audit a course will vary, depending on the type of college you're dealing with. You may need to submit a fee to audit a course, but it will usually be much less than the fee that would be required if you were going to take the course for credit.