it might depend on the state, but in NY they are "illegal" becasue the amber indicators are reflectors as well. the clears arent reflectors (theyre not req'd in europe) so many cars either leave them off (and add side markers behind the wheelwell) or make them clear because it looks so much better.
But even though its "illegal" you wont get pulled over if the bulbs are clear or amber... in NY anyways. its only a problem once the bulbs are blue, green, purple, and any other ricer color you could think of...