I have heard that it is illegal anywhere you are. The DOT says it is illegal to modify your taillights or headlights in any way that reduces light outout.
Did that stop me? No. Just make sure you go easy at first (nightshades, tint, etc). Start light and work darker if you want. First time I did it on my old car the sun was starting to go down when we finished and we could see fine. Go driving the next day in full sunlight and you could barely see it. Almost got hit all the way to the store. Just be careful. If anyone rearends you it is now YOUR fault (not theirs) because you modified your tails