There are a number of Auction firms in Calgary that deal with automobiles. A little research on the web discovers:
Adesa Calgary
Canadian Public Auction
Graham Auctions
Impact Auto Auctions
Regal Auctions

Car Buying Tips:
Well it isn't really just about cars but really about any kind of purchasing decision.
1. Set your budget and make sure you stick to it.
2. Be prepared to walk away no matter how cool that convertible looks.
3. Never get caught up in the moment. I remember buying a lawn mower at an auction. It started exactly once - at the auction.
4. Look at the details. Is that paint job too fresh looking, any older car is bound to have scratches & minor dents, if they aren' t there then there may be a cover job involved.
5. The condition of the tires can tell you a  lot about a car's suspension , alignment etc.
6. Although an engine can be well shampooed, it is hard to remove every evidence of oil leaks.
7. Is that engine running? What does it sound like revved up, and what does it sound like idling (make sure the radio isn't on)
8. Every car advice place tells you to take it to a mechanic before you commit, sometimes that isn't practical and sometimes your own ego will preclude it. Ok so in that case, do some research does this model have a good reputation. Study the details as much as possible.
9. Take a look at the oil on the dipstick, is it black & dirty?
10. Check out the transmission fluid, does it smell burnt?