Several Western states have old laws in place tat make it ILLEGAL to collect rainwater on your own property. You must actually posses "water rights" to that rain much like people have mineral rights in oil/coal states. From my initial research, I realized that these water rights were created to govern over rivers, streams etc and who owns the rights to that water. Who owns the water? The person who owns the land at the point of origin or the guy who owns the lake at the bottom of the mountain? Oddly enough, most of the laws also include ANY groundwater and rain water! We have all heard of the value of water and if I were a betting man, the cost of clean fresh water will surpass the value of oil one day. I found this video from 2010 and am going to do some more research to see exactly which states require these water rights. Stay tuned!
Found this article: http://www.naturalnews.com/029286_rainwater_collection_water.html