In California, it's not just wolves that are illegal, but wolf hybrids too. (this I found out recently, actually) Any kind of feline hybrids are allowed though.

Ferrets are illegal, but honestly.. the most easily acquired illegal pet that I know of. It's not that attentive of a law, to be honest. All petstores have ferret supplies, Petco has an entire section for them! It's pretty silly.