No, they are not illegal in most states. I don't know the gun laws in CA, but if they are legal here in the People's Republic of New York State then I doubt there's similar legislation on the Left Coast.
Really, they are no different than any other semi-automatic pistol. They just pack a little more punch (and cost a pretty penny more). Personally, I'm not a fan of their autos, but their revolvers are top notch.
"My first priority will be to reinstate the assault weapons ban PERMANENTLY as soon as I take office...I intend to work with Congress on a national no carry law, 1 gun a month purchase limits, and bans on all semi-automatic guns."-Barack Obama
"When in doubt, whip it out."-Nuge