It is a problem buying it directly from the source:

http://torontosun.com/news/provincial/raw-milk-dairy-farmer-...

Source goes to jail.

Blanket statements like this are not helpful, every single jurisdiction has very different laws.

An state level overview is here: http://www.realrawmilkfacts.com/raw-milk-regulations but certain local jurisdictions within each state may further limit sales.