Take it from me, avoid files that are made in China, India, Taiwan etc.
These are made with softer steel an are only hard on the outside. They make an inferior blade if forged into a knife.
You want old worn out American files, also (those of English German and Swiss manufacture are excellent) and I stress WORN OUT, as I do not condone in normal circumstances, the act of destroying a useful tool to create another.
As others said, leaf and coil springs are good, easily worked steel for knife blades.
I bought a pair of old leaf spring assemblies still stacked up and bolted together for $5 from a crusty old dealer of junk car parts off the side of the road. This was an awesome score and has been my main source of blade steel for quite a while now...It simply requires keeping your eyes open.
Another idea is to go to car repair shops and ask them if they have any such steel.
It helps if you go to the shop where you normally take your car to get fixed as they already know you as a customer, and want to be nice in order to keep your business.
Other car parts such as gear shift rods, torsion bars, axles are also typically of good steel for blades.
Also the steel used for bed frames is also of surprisingly good quality.
Remember this in your scrounging ventures:
Bring a dozen doughnuts for the guys who work at the places with the juiciest scrap piles.
I have in the past been given a cold shoulder at various places because the owners/employees thought I was some drug-addict scrapper...When I mentioned the fact that I was a (beginning) blacksmith wanting some good steel to practice on...I could see the look on their face change dramatically, as if saying "I am a blacksmith" was some kind of magic spell.
If all else fails....these places sell their steel to the dealers for around 20 cents/lb
Offer to pay whatever they sell it for..$5 or $10 worth makes a lot of knives.