Unclaimed funds are from inactive accounts that must be surrendered to the state by banks, insurance companies, utilities and others.
To check if you are owed money in New York state, click here.
In New Jersey, go here.
In Connecticut, go here.
For other states, you can find out by Googling the state and "unclaimed funds." These accounts are administered by the state -- if it is the right website, you shouldn't be asked to enter more than your name.