I lost my house in foreclosure and it sold at auction. If the bank accepts the auction price can they still come after me later

Sometimes it's true. CA has an "anti-deficiency" statute that requires the lender to forgive the deficiency between what they lent you and what the house is now worth. But this statute only applies to "purchase money" mortgages, meaning the loan you used to buy the house. If you refi'd the loan or took money out in a HELOC, that's not a purchase money mortgage. This also has to be your personal residence.

See a real estate lawyer to disclose your particular facts so you can get some specific advice.

Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each state has different laws, each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.