According to the Wine Spectator (link here), there are at least four states where it’s illegal to bring your own wine – open or not: Colorado, Ohio, Arizona and New Mexico.
In this 2016 Berserkers thread, people stated definitively that it’s illegal to bring an open bottle to a restaurant in California. But Xavier Lavoipierre, Greg Tatar and Andy Velibil (posts 6, 7, 9 and 17) pretty definitively shot down that notion.