If you live in what is considered a "high risk" area (like a flood zone), have a poor credit record or a history of making a lot of claims, you may have a hard time finding an insurance company that will sell you home insurance. But there are things you can do.
Don't give up on being able to find a private insurance company too quickly.
Private insurance is almost always your cheapest option. There are companies that specialize in insuring high risk customers. (It usually helps if you're willing to insure your car as well as your home with the company.)
Get help finding high risk insurance.
Find out what your state offers.
Every state has a high risk "insurance pool" that you can buy insurance from if you can't find a company that will insure you. Buying from the pool will be expensive, but you'll be protected if you're robbed or your home is damaged or ruined.
To find out how to buy this insurance in your state, contact your state insurance commission. (You just need to select your state from the drop down menu.)