TPB is legal. And they don't even link to copyrighted material, they link to a swarm from which you can git information on where to download copyrighted material.
It was implied 'link to legally copyrighted material'...
The Pirate Bay does not have to worry about the DMCA, they were originally (are?) hosted in Sweden, and US law like the DMCA doesn't apply there.
Why on earth should TPB be illegal! You know, not every torrent on there is illegal.