When I last checked, in the US, it's actually not illegal for someone without a clearance to possess classified material. This is why newspapers can print unredacted classified documents and not immediately go to jail.

It is, however illegal for someone with a clearance to mishandle classified material. "Mishandling" includes "Permitting access to classified material to non-cleared personnel.". If you mishandle classified material you may be reprimanded, have your clearance revoked, be fined, or go to jail for a very long time.

It's also illegal to traffic it across international borders, which is why what foreign spies do is prosecutable. Which is the exact thing they were doing.