where is harvesting rainwater legal in the US?

everywhere

This is "legalistic" so has no simple answer. It will depend on where you are "harvesting", and if you are a property owner whether or not you have water rights to the property.

http://www.ncsl.org/research/environment-and-natural-resources/rainwater-harvesting.aspx

https://www.accuweather.com/en/weather-news/is-rainwater-harvesting-legal-in-your-state-us/61586739

Most places don't have an issue about it at all.

Laws by state about it --- http://www.ncsl.org/research/environment-and-natural-resources/rainwater-harvesting.aspx

Everywhere. People use harvested rainwater in their homes everyday. Some use public utilities, some catch it themselves.

It's legal everywhere.

u can use rainwater barrels to harvest rainwater for ur yard later.
https://www.amazon.com/Algreen-85001-Products-Barcelona-100-Gallon/dp/B004NSUS7A/ref=sr_1_39_sspa?s=lawn-garden&ie=UTF8&qid=1525894804&sr=1-39-spons&keywords=algreen+rain+water+barrel&psc=1

everywhere, as long as the rainwater is falling on your property. But check with a lawyer.

There are dams to hold rainwater in many parts of the USA, as there are in many parts of the world.

The implication of the word "harvesting" is usually cutting a deliberately sown crop when it is ripe. By that definition, nobody on Earth can "harvest" rainwater.