In California, it is illegal (what isn't?), but it's all a matter of it it's enforced or not, or if they're looking for an excuse to pull you over. I don't want to hand anyone a convenient excuse to pull me over.
• Tail lights other than red (24600 VC).
• Illegal brake lights. Brake lights on vehicles newer than 1979 must be red (24603 VC). (Vehicles older than 1979 may be red or yellow.)
http://www.chp.ca.gov/community/streetlegal.html
I bet it's illegal in every state since taillights need to be D.O.T. approved.
Herb