Simple AC sensing circuit?

I need a circuit/device that when AC power goes down it energizes a relay to turn on emergency lights.

Is this something I can build on my own or is it ready made?

It’s trivial to build (just use a NO 117VAC coil relay), but such things are available.
ETA: here’s one.

Where can I find such a relay? (BTW it has to be 220V AC).

Here’s one: http://www.mcmaster.com/#general-purpose-spade-terminal-relays/=ef6y5z
Coil is rated at 240vac, but should pull-in just fine at 220v.

Actually you want a normally closed relay not a normally open relay. You want it to be closed (on) when the relay is off. You can use a SPDT relay as well and just use the normally closed contacts to power your emergency lights.

Connect the coil to the 220V AC and use the normally closed and the common connection as your switch for the emergency lights. As long as you’ve got power, the relay will stay on. As soon as you lose power, the relay will turn off and the contacts will close, turning your emergency lights on.

ETA: Make sure the relay’s switch contacts are rated for whatever current your emergency lighting draws.

Thank you guys!

I bought today this relay

It has both NC and NO contacts and does exactly what I want it to do!