What is a docket?
According to Black's Law Dictionary, a docket is a "formal record in which a judge or court clerk briefly notes all the proceedings and filings in a court case."
When you are told to "find the docket", someone is usually asking you to find the record for a particular litigation or administrative proceedings. Below are the resources most often used when looking for a docket.
Different state courts will have different docket systems. Googling "[state] court docket" will often get you there --and a decent jurisdiction legal research guide should as well.
Remember that not everything is available online. A case may be too old, it may be sealed, or the court may simply not make the dockets available online. Additionally, while an action may be added to the docket, certain documents may not be made available. One example of this is transcripts of oral arguments or court proceedings. If you aren't having success, you may have to call the court!
Or try to get creative: see if something was attached as an exhibit in another litigation, or (if the case was newsworthy), see if a reporter already pulled the relevant filings and has posted them somewhere (try using the filetype:pdf command in your Google search).
You can also often locate dockets and briefs by finding the opinion in Westlaw. If there are associate briefs, they will be listed under the Filings tab.
Supreme Court and Circuit Courts of Appeals briefs can be found in a variety of places. Georgetown has a good list here.
