It's not illegal to lock your house door, that's only locks that require a key to unlock from inside. Normal deadbolts are fine. You just can't lock people in.

Example here http://www.ahouseonarock.com/chesterfieldhomeinspector/doubl...

People have used these thinking "Someone could break the glass, reach in, and turn the deadbolt to open the door," but it's really not worth the trade-off of "My house is on fire and I can't get out."