It's probably illegal for several reasons:
(1.) Christianity. It's a form of religious dictatorship. These wackos even oppose humane voluntary assisted suicide for people who are terminally ill and want to keep brain dead people (Terry Schaivo) on life support (which seems as though it would be against God's will and playing God).
(2.) Some people think it's bad for our society. Children could become orphaned. Debts could go unpaid. Slaves who work poverty-wage jobs might not be around to work any longer. (Some employers need low-paid college-educated people who are underemployed to provide extra value they don't want to pay for.)
This last point is somewhat debatable because a Machiavellian politician might look at proletariat suicide and think to himself, "That means we'll have one less unemployed person to deal with and to make the numbers look bad."
I'm fully in favor of legalizing suicide to the point where anyone who is over age 18 could appear before a court to certify that they want voluntary euthanasia, obtain a license for it, and then go to a pleasant suicide center for peaceful, humane death.
Here's a Frontline documentary about a terminally ill man who traveled to Switzerland for euthanasia:
http://www.pbs.org/wgbh/pages/frontline/suicidetourist/
There are also various organizations that want to make it legal, at least for the elderly and terminally ill. Some have even produced videos showing how to make plastic bags for asphyxiation or how to purchase nembutal in Mexico at pet shots.
This old nurse's video on how to make an "exit bag" has been censored from YouTube:
Doing it with Betty. However, there's also
Doing it with Chi.
Australian news video:
Journey to Mexico to purchase Nembutal (aka "Australian Veternary Supplements").
Some groups are trying to find a way to combine common household chemicals (which really can't be made illegal) so that people can easily have painless, pleasant deaths. (A "peaceful pill"). One method that might be becoming increasingly popular is "detergent suicide" where you combine lime sulfur (available at some gardening centers) with a strong acid (say HCl) to produce Hydrogen Sulfide gas, which is deadly. Apparently it was considered for use in chemical warfare during WWI.
It smells like fart gas but is probably pretty quick and painless. Hazmat teams and first responders across the U.S. are being trained in how do deal with hydrogen sulfide suicides because it can pose dangers to people. (People will often mix the ingredients in their car, so it could be dangerous when the police or fire department come to open the vehicle to help what might appear to be an unconscious person.)