This tutorial walks you through the process of downloading free LiDAR data online using the USGS Earth Explorer.

Other websites offering free LiDAR Data:

Open topography: http://www.opentopography.org/
National LiDAR Dataset (U.S.): https://en.wikipedia.org/wiki/Nationa...)
NOAA Digital Coast (specifically for coastal areas): https://www.coast.noaa.gov/dataviewer/#/
National Ecological Observatory Network (NEON): http://www.neonscience.org/

Feel free to share other sources that you have found useful in the comment section below.