Except in Kentucky (in a motor vehicle), unless you're a ham:

https://apps.legislature.ky.gov/law/statutes/statute.aspx?id...

When I chatted with a SRO about this when programming the schools radios a few years ago, I was told that he didn't know anyone other than the State Police to issue citations for that law, and it would only be a 'secondary' offense (if you were pulled over for speeding, and they saw the scanner, then you'd likely get a citation, but, they wouldn't pull you over if you had an antenna on your car).