I was told there were some tickets left but in fact they were sold out.

in 在这里是介词，表示"在...之中"或"处于某种状态"。 fact 是名词，意思是"事实、实际情况"。 in fact 是一个固定短语，表示"实际上、事实上"，用于引出与之前陈述相反或补充的真实情况。