In the North (at least Northern New York), it is not only illegal to feed, it is strongly discouraged by biologists.
See here:
http://www.dec.ny.gov/animals/7205.html for a good short read.
I listened to a couple discussions of biologists at Cornell discuss how winter feeding to deer of grains actually causes more damage than good. The discussion was based around their digestive bacteria, which changeover greatly from summer to winter. The stomach bacteria of summer are designed for digesting greens, while those of winter are designed for digesting more woody material.
The story they told went:
By feeding corn and grains in winter, you are providing a food source to the deer which they cannot properly digest. They will eat it, a LOT, but get little nutritional benefit. Feeding consistently will actually cause their stomach bacteria to switch back to their "summer mix". This is supposedly about a 2 week period where they get very little nutritional benefit regardless of what they eat. Then if you stop feeding, they again go through a 2 week period to readjust back to woody browse. Starting/stopping once or more over a winter can actually cause deer to starve to death, despite the fact that they are eating.
The general recommendation is NOT to feed supplemental at all. But, if you do or you must, you should have a plan to feed enough and NEVER stop throughout the winter. Obviously this can be difficult, both logistically and expensive.
I'd love to hear from a biologist on here to discuss this with us. It was an eye opener for me, and I had never seen it discussed on the QDMA forums. Perhaps it does not apply in more moderate winter areas. I'm not an expert by any means, but was very intrigued by what I heard.