the great mycologist Paul Stamets says its more or less frequent in forested places that suffered fire. those places have condittion to morels, like coals and humidity, etc

But, as they are not so common, why dont you cultibate those by yourself?. it is more or less easy:  
1. buy some spawn by eBay.
2. prepare a natural morel patch, by using sand, soil coals, etc, and sow the spawn.  you can see the recipe in a book called ¨growing gourmet and medicinal mushrooms¨, by Paul stamets.
3.  after some time of incubation, like a year, collect your morels by time intervals during many years.