According to the NY Times today, rainwater collecting has been illegal in Colorado for a long time until just now, although people have been doing it anyway and no one has been stopping them. It's still illegal in Utah, though, unless you own the
water rights to the property.
An interesting statistic from the article is that 97% of rainfall never reaches the rivers and streams. It mostly evaporates or is used by plants. This was a basis for the overturning of the law in Colorado.
http://www.nytimes.com/2009/06/29/us/29rain.html?em