Hi
Thanks for providing further information on what you need. Basically you can do what you need in MS Project very easily. Simply add an extra field called status to your view. You can then filter on those tasks that are marked as "Late". However don't forget to make sure that you change the Project Status Date to the date you run your report. If you don't update the Project Status date you will not get up-to-date information.
If you need further help then come back to the forum with more information.
Good luck.
Tony(OTPM)