That is a really broad question because about anything is bootlegged these days, and depending on what you are talking about, intellectual property might be involved. The US IP laws are pretty darn messed up.
Here is my understanding:
IP law aside, In the US, no, the act of purchasing bootleg goods it isn't illegal, the goods are actually not stolen, so it doesn't fit under the receipt of stolen property law. If it was something like a bag, the seller illegally sold the goods since it was under the guise of a different legitimate product, but for the buyer it would be the same as making your own bag and slapping a prada label on it. There is nothing illegal about it since it is your own product for personal use.
If it is intellectual property, yes it may be considered illegal, because it can be considered receiving stolen goods. It is not a illegal on a federal level unless it is valued at $5000 or more. There are state laws as well, and I think they mostly do not have minimum amounts. Generally the penalty is not overly severe, they take the property away, you make be fined or have to pay for the value of the goods. You won't come across this because it is not physical property, and the owner of the intellectual property is not going to be aware of it to press charges.
When you heard about those big napster lawsuits and such where people were fined millions for sharing music, they were not sued for owning the music, there is no money in that for the RIAA. They were sued for the act of sharing the music, then they could claim that the person who downloaded the music distributed the music as well and was in essence a bootlegger. Here is an example:
http://www.techdirt.com/articles/20101103/22424611712/jammie-thomas-verdict-this-time-it-s-1-5-million-for-sharing-24-songs.shtml