I usually find mentors at work. When you consistently deliver value, above expectations, people tend to want to foster this, to help you progress and get recognition and promotion.

If you stay at a company for a while (or in an industry), and you are good at what you do, while also being considerate and easy to work with, people will start to seek you out for projects.

You also have to think about what your mentor gets out of the relationship. I make sure to speak well of my mentors publicly and to make their life easier whenever possible.