"It's Now Legal to Catch a Raindrop in Colorado" - New York Times
http://www.nytimes.com/2009/06/29/us/29rain.html?_r=1&ref=todayspaper

"For the first time since territorial days, rain will be free for the catching here... Here in Colorado, the old law created a kind of wink-and-nod shadow economy. Rain equipment could be legally sold, but retailers said they knew better than to ask what the buyer intended to do with the product... State water officials acknowledged that they rarely enforced the old law... But Kevin Rein, Colorado’s assistant state engineer, said enforcement would focus on people who violated water rules on a large scale... A study in 2007 proved crucial to convincing Colorado lawmakers that rain catching would not rob water owners of their rights. It found that in an average year, 97 percent of the precipitation that fell in Douglas County, near Denver, never got anywhere near a stream. The water evaporated or was used by plants."

Reading that article, I discovered that it is illegal to catch rainwater here in WA, and in ID, also. But that will probably change, too.