In places like California where there is a major drought and water is now a huge issue; expect regulations to change.
Mississippi Update March 18, 2014 regarding Mississippi: I found on the Mississippi state government website specifically stating that setting up rain barrels or rain water harvesting is against state law.
I did find that the laws and regulations regarding water are extremely complex in Mississippi, as they are in every state government website I have checked so far. The Mississippi Department of Marine Resources recommends setting up rain barrels in this document and shows how to set them up.
Also note that: it is my interpretation that California, Colorado, and Ohio have regulations that make it very difficult for the average homeowner to set up a rainwater harvesting system; even though it is not “blatantly against the law for anyone and / or everyone”.
on the Maryland government website specifically stating that setting up rain barrels or rain water harvesting by individual homeowners is against the law.
Consider those states whose links have not changed to be the most reliable.
When I get time, I will try to update each state’s info.
Rain barrels are recommended and explained here this is a pdf, and rain barrels are described and recommended on the last page (28).
The North Dakota plumbing code information may be useful.
Update; June 1, 2015: Some new information on Nevada.