it's illegal in most states. here's two examples of people caught and prosecuted for it:

Man Arrested For Stealing Wi-Fi, One Of First Criminal Cases Involving Fairly Common Practice - CBS News

Michigan man busted for stealing Wi-Fi signal; could have received five years | IP Telephony, VoIP, Broadband | ZDNet.com


most states have laws on the books about "unauthorized use of a computer network". if the network is left open, it is still unauthorized use unless you have the network owner/administrator's expressed consent to use the network. and even if you do have consent, it may still be illegal depending on the ISP's regulations in regard to connection sharing.