New Hampshire they are illegal. White and amber to the front, red (brake, turn) and amber turn signals are legal to the rear with a white plate light. Any other color is not authorized by the department of motor vehicles and if a color is visible from the wrong direction it is unlawful.
It's a big debate, getting more lax on it, but I know of a member on here that was stopped, well it's a relative term as he was parked in a parking lot and a trooper pulled up and made him shut off his accent led's on his bike with the threat of a ticket. Technically they are illegal anywhere on a "way" as the vehicle has to be able to meet inspection requirements at all times while on a "way". It's cutting hairs if you ask me, it is parked, but wasn't in a show or part of a display, so he shut them off before it cost him.
IF YOU ARE GOING TO BE DUMB, YOU BETTER BE TOUGH! 2003 1800C BLACK & DARKSIDE!