If you dig down to around diamond level (0-12 blocks) and find your way into a cave, there should be an abundance of lava down in the caves.
Above ground, dry/desert biomes can contain lava pools.
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You can find lava underground.
Mostly, they can be found next to lava.
Diamond is usually found around lava flows.
Obsidian is created whenever water flows on top of still lava.
Yes, bedrock will block lava.