In the USA, headlights are only legal for use on public roads if they are DOT approved. (Similar laws apply in all other "developed" countries and many other countries.) This requires that samples of the headlights be sent to the proper testing laboratory and certification must be obtained that the design is approved. Approval is only with specific bulbs tested in the lab in the samples and DOT approval is invalid if a different bulb is used.

It is illegal to use on public roads homebrew headlights or headlights using a bulb other than what they were DOT-approved to use. For example, a headlight that is DOT approved and normally uses a 9005 halogen bulb is not DOT approved for anything else - especially not a D2S for example.

As for what can happen if you use illegal headlights?

1. Often enough, nothing. This depends on location. In some USA cities, law enforcement of traffic regualtions in general is lax. Police are generally not equipped to do headlight photometry anyway.

2. Some unlawful HID retrofit headlights are obvious to a few cops. It is more obvious if you have the really bluish or aqua-ish or obviously dichroic fake HID bluish headlights that are known to some cops to be a safe bet to not meet the complex photometric and colorimetric standards.

If the cop believes you have unlawful headlights, you can be stopped and ticketed. Depending on your state, the violation may be having an invalid inspection sticker or whatever violation of headlight law. Depending on your state and the mood of the cop, you may in extreme cases be barred from driving the car at night (or at all) until it has legal headlights and it has passed inspection again with the legal headlights.

hids are only legal if your car came with them from the factory, but its a small thing, as long as you dont use 12000k the cop wont bother, but just to clear it up if your car didnt have hids from the dealer then its not legal no matter what intensity