this is FL law not sure about other states:
Sec. 372.922. Personal possession of wildlife.—
(1) It is unlawful for any person or persons to possess any
wildlife as defined in this act, whether indigenous to Florida or
not, until she or he has obtained a permit as provided by this
section from the Fish and Wildlife Conservation Commission.
(2) The classifications of types of wildlife and fees to be
paid for permits for the personal possession of wildlife shall be
as follows:
(a) Class I—Wildlife which, because of its nature, habits,
or status, shall not be possessed as a personal pet.
(b) Class II—Wildlife considered to present a real or
potential threat to human safety, the sum of $140 per annum.
(c) Class III—All other wildlife not included in Class I or
Class II, for which a no-cost permit must be obtained from the
commission.
(3) The commission shall promulgate rules defining Class
I, Class II, and Class III types of wildlife. The commission shall
also establish rules and requirements necessary to ensure that
permits are granted only to persons qualified to possess and
care properly for wildlife and that permitted wildlife possessed
as personal pets will be maintained in sanitary surroundings
and appropriate neighborhoods.
(4) In instances where wildlife is seized or taken into
custody by the commission, said owner or possessor of such
wildlife shall be responsible for payment of all expenses
relative to the capture, transport, boarding, veterinary care, or
other costs associated with or incurred due to seizure or
custody of wildlife. Such expenses shall be paid by said owner
or possessor upon any conviction or finding of guilt of a
criminal or noncriminal violation, regardless of adjudication or
plea entered, of any provision of chapter 828 or this chapter, or
rule of the commission or if such violation is disposed of under
s. 921.187. Failure to pay such expense may be grounds for
revocation or denial of permits to such individual to possess
wildlife.
(5) Any person, firm, corporation, or association exhibiting
or selling wildlife and being duly permitted as provided by s.
372.921 shall be exempt from the fee requirement to receive a
permit under this section.
(6) This section shall not apply to the possession, control,
care, and maintenance of ostriches, emus, and rheas, except
those kept and maintained primarily for exhibition purposes in
zoos, carnivals, circuses, and other establishments where such
species are kept for display to the public.
(7) Persons in violation of this section shall be punishable
as provided in s. 372.83.
History.—s. 1, ch. 74-309; s. 9, ch. 91-134; s. 3, ch. 93-223; s. 591, ch.
95-148; s. 6, ch. 98-333; s. 174, ch. 99-245; s. 34, ch. 2002-46; s. 10,
ch. 2003-151.
So i guess you can catch it and eat it...but dont keep it!