Here apparently it isn't if you mask it. That's not the same as removing it, but your local police might have a different opinion.

Whether or not it is effective is another matter (and that's hoping there is only one instance of the VIN on your car, there may be other, less obvious ones for instance bar-codes).

That's why they said "mask off" instead of "file off". On some (many? all?) cars the VIN is stamped on a plate that's visible through the windshield.