Its not illegal to scan,.. just illegal in a couple of states WITHOUT a permit... But there may be some towns/cities in which the laws may be far stricter than the State level laws.... So be sure to check your local municipalities laws also.
To clarify: Scanning is not illegal anywhere in the USA. Some states require permits for MOBILE scanning, and a few municipalities restrict PORTABLE scanning.
From what I can gather though, in pretty much all states, if you have an amateur license, then you are fine. That in fact is part of the reason why I first got my amateur license.