Since I summed this up at some point on our old blogger blog, I will just copy the part of the blog post relevant to the comment that polygamy is illegal in the United States, and link you to the page on the blog where other frequent arguments are also addressed.

The Same Old Arguments All Over Again

We also addressed on that blog the religious origins of all law at some point, and if you are not aware of this concept, it might benefit you to read up on it. R.J. Rushdoony explains this clearly in his works.

But here is the excerpt of the blog post that is relevant to the common argument that polygamy is sin because it is illegal in most countries, and Christians are called to obey the law of the land.

5.
"Not to mention that in most countries, polygamy is illegal."
If you look at statistics, this assessment is inaccurate and reveals a rather limited world view, but let's continue arguing from a biblical perspective. This statement offers the view that Christians should obey the law of the state... but only as long as it is not in conflict with God's law, of course, since we can only show God that we love Him by keeping His commandments (Joh 14:15). And if people had always thought this same way about home schooling too, for example, it would still be next to impossible to home school your children in this country. But of course many good Christians nowadays take advantage of the fight people like Mr. Yoder fought against the state of Wisconsin, and take for granted their right to educate their children at home simply because it is (no longer) illegal to do so.

The law of the land, therefore, can hardly be used by Christians or the church to outlaw something that is right in God's eyes, since God's standard alone is what Christians are supposed to go by. You cannot follow two masters.

Go to the following articles here:

On the Matter of Marriage

On the Matter of Love

On the Matter of Judgment