In the U.S., generally, the radio isn't illegal, the operator is. However;
ILLEGAL CB TRANSCEIVER LIST (google.com)
What I saw was that the sale, distribution and marketing of non-compliant radios is unlawful, I didn't see that the possession was.
Transmitters have an electronic fingerprint that can be identified by the FCC. This is not an ID per se, saying John's CB at 1234 Main St. Anytown, but the characteristics of transmissions vary (for many reasons) and can be identified and located pretty quickly.
To learn the basics of locating a transmitter, go to the HAM forums and search for "Fox Hunt".
There are banned devices that support transmissions of a signal in reserved frequencies, 600 Mhz, 25 Khz and other bands. Ie. amplifiers, coils, antenna arrays any device that facilitates the illegal use of any transmitter.
All the major brands, Alinco, Kenwood, Icom, etc. of UHF/VHF transceivers can easily be modified for operation on 11 Meters (CB channels).
If you buy a used radio you need to make sure some pirate didn't modify that rig. I'd suggest checking the seal on any HT or transceiver (transmitter) and if the seal has been broken or opened, avoid that rig.
Any radio certified by the FCC that has any band or frequency modified becomes an illegal radio because it must be recertified for operation.
@Martinjmpr HAM Operators, General class and up (not sure about Tech) can build a radio for HF/VHF, these are "Homebrew" rigs, they are not certified per se, but the builder/operator is responsible for compliance. This use to be a popular aspect of the hobby but I think it has faded away due to many reasons, compliance, degree of difficulty, available parts, etc. I believe you can still buy radio kits, where you assemble according to instructions, the components are certified but not the finished radio. Heathkit was the main kit provider, don't know if they are still around. There were no CB kits that I know of. 73's
I really don't want to mess with any federal agency, IRS, EPA, FAA and FCC hand out big fines and can throw folks in jail. 73's