If a unit in our building is to be sold at a sheriff's sale by the end of the month, is it legal for the owner to remove the appliances?

Usually, the stove, dishwasher and built-in microwave are considered fixtures and are part of the property which may not be removed.  The refrigerator, washer and dryer are considered "movable" and may be taken when someone moves out. 

The appliances may be taken out of the unit to the extent that they are fixtures and must remain with the unit.  Generally, you need to look at the condo documents to determine whether they say anything about the appliances.  The owner may be able to take these with them and move out to the extent that he is the owner and there is nothing that says otherwise.  I suggest that you bring all the documents to the committee conducting the foreclosure sale to determine what if any is permitted to be taken out of the property.  If the owner is violating the law, he can be sued/compelled to keep the appliances in the unit.  Again, speak to the lawyer handling the sale.