Common knowledge, right? It's illegal to kill a praying mantis. Turns out that's an urban legend and completely false. It has never been illegal to kill a praying mantis in any U.S. state, nor is there any federal protection for mantids. No species of mantid is listed as threatened or endangered in the U.S. There are no fines for killing them.
That said, why would you want to harm one of these fascinating insects? Many gardeners consider them a beneficial insect, since they consume many of the pests afflicting our veggies. Two mantids are listed as official state insects: the European mantis in Connecticut, and the Carolina mantis in South Carolina.