Plug and plays are not illegal, however, quite a few states are starting crack downs due to people who feel blue is "cool" and brighter is better, when that brighter is exceeding a typical OEM HID install.
In Louisiana, for example, it is illegal to modify your headlights to produce any output exceeding OEM specs. I have not read the law, but it is obvious they are cracking down on what I said in the first paragraph. People are doing this aftermarket installs, many are not paying attention to what is the proper K value and/or are aiming their lights.
It is also illegal to show a blue or red light facing forward in any vehicle that is not fire or police related so the blue headlights will shortly be an item of concern for many people.
Cool is not necessarily doing what everyone else does, especially if they jump off that bridge!