Is it illegal to bet on sporting events?

in all of the United States, in some states only or not at all? I was watching someting recently and I could have sworn that one of the characters said that it is illegal but it was a fictional programme and so I am not sure but I am pretty certain it was set in the United States of America. I'm from the UK and it is most certainly legal to do that here, we have plenty of bookmakers ready and willing to take our hard earned cash on the horse that falls at the last hurdle or the player that misses that vital penalty kick.