I'd heard anecdotal stories of citizens being forbidden the right to collect rainwater from their roofs or in their yards, but haven't found actual proof of it yet. What a disaster that would be. The City of Austin encourages the purchasing of rain barrels, thank goodness, so no fear of that here for the time being.
Karen in Austin Thence comes our true nobility by grace, It was not willed us with our rank and place. Chaucer
Colorado water law prohibits the collection of water from your roof. It's very complicated, but basically, all water is owned by somebody, and usually the water rights (and mineral rights) are separate from the surface rights. Ownership is based on seniority, and owners of junior rights are shut off in periods of drought. Since most homeowners don't hold any water rights at all, they are not allowed to collect the water. If it happens to fall on your grass, that's ok, but you can't construct a dam to collect it in your yard, nor can you collect it from your roof.
The system is controversial, and supports a comprehensive legal system--complete with its own specialized lawyers, judges, courts, etc.--but works in dry areas like the American southwest.