Please read visit the resources below.

18 USC CHAPTER 119 - WIRE AND ELECTRONIC COMMUNICATIONS
INTERCEPTION AND INTERCEPTION OF ORAL COMMUNICATIONS  

Electronic Surveillance in Communication Networks   

It is illegal to record speech without the person's consent in the following states:

California
Connecticut
Delaware
Florida
Hawaii
Illinois
Louisiana
Maryland
Massachusetts
Montana
Nevada
New Hampshire
Oregon
Pennsylvania
Washington.

Please check your local laws about recording speech.