They are legal in most states. You just need to get a permit to ship them across state lines, which cost $100 and fairly easy to obtain. I think they may be legal in NC. I know Florida bans them completely.
Edit: I went out and looked at some websites and they are not a native species in NC, so I don't see why they would be banned there. Captive Eastern Indigos are native to Florida, Alabama and Georgia. If you are concerned with the legal issues around Easterns, which I believe are minor if you get the right permit to transport across state lines, then you could look towards the Texas Indigo. I just prefer the Eastern and have been considering getting one myself soon. Of course, I would recommend you check your state's laws and regulations.
Here is a cool video on them: http://www.youtube.com/watch?v=jvoV2qZQtdo