I've heard of a few
In West Virginia, it's legal to pick up road kill and take it home to eat.
In Georgia, it's illegal to tie a giraffe to a telephone pole.
In Oklahoma, it's illegal to take a bite out of someone else's hamburge, or sandwich.
In Oklahoma, whaling is illegal.... How can people go whaling in Oklahoma when there are no oceans?!
In some county in Texas, it's illegal to build a snowman taller than you.
In Wisconsin (I think), it's illegal to start a catastrophe