They're not illegal, but there apparently is an attempt to make them so.
Maybe a bit similar to the push to make vitamins unavailable to most, which so far, thanks to people bombarding their congressmen, has been unsuccessful.
This petition is for the purpose of bombarding Congress regarding the wishes of the people regarding the zapper.
I submitted. Its quite easy.
If your unfamiliar with the zapper, I believe there is a forum here for it.