I would love to go yamadori hunting in the winter in California. My concern is, is it legal? Some plant species might be protected and simply picking up a tree in a wilderness park might be considered theft.

In sweden it is legal if done on private property and after owners concent. That is most of the land here. In protected parks it is a crime and can give up to 6 month In prison.

The same in the US. Even if not illegal to dig up plants on private land, it is definitely impolite.

The rule to follow is that if you aren’t sure and don’t have permission… assume it’s illegal.

That being said, getting permission isn’t that hard in my experience. I live in Canada so I’ve contacted the ministry of natural resources about it in the past and explained what I wanted. Once they realised I wasn’t collecting full size trees from Crown land they told me as long as I don’t take too many it’s alright.

Always always always make sure it’s alright to collect in your area and ONLY take a tree you are certain (within reason… because stuff happens…) will survive the ordeal.

The reason isn’t just a question of ethics. We also don’t want bonsai artists being given a bad rep for “stealing” trees and digging up nice material only to have it die.

The journey to find a tree to collect from the wild is one of the most enjoyable parts of the art form in my opinion.

In most places assume it is illegal uness proven different.

Yep...

In Brazil is illegal for any native species on public land, there is authorization for removal, however a process must be opened for each tree, not being viable for Bonsai purpose...

Legal on private property with permission for most species, but some endangered (or even close to endangered) species is illegal even on private property, requiring (again) opening a removal process that may, or may not be positive...

That doesn't apply for trees that were planted by the owner or with the owner conscent (that happens a lot with fructiferous trees) nor to your own trees' offspring...

To summarize, you MUST know your local law about it if you are interested on Yamadori, as laws differs from place to place...
And as people already said, assume it's illegal if you're not sure...