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Where can I find Midrashim about Balaam the Gentile Prophet, who appears in this week's Torah Portion?
Yalkut Shimoni on Balak
Tanchuma on Balak
Midrash Rabah on Balak
The gemaras mentioned in Toldos Aharon on Balak
For a collection of all midrashim, you can look at R' Menachem Kasher's Torah Shleimah
A friend of mine once suggested to me that I should try looking in Shemos Rabba for the source of a Midrash that says he was in Egypt before the Exodus took place. Also, he said that midrashim can be found in the Parshat Balak section in Bamidbar Rabba.