The Migratory Bird Treaty Act of 1918 is the law in the united States which regulates the possession and capture of any migratory bird. Hummingbirds are specifically listed on a list of Migratory Birds under the United States Code of Federal Regulations. This law makes it illegal to possess a hummingbird, a hummingbird nest or egg in any way shape or form in captivity.
Why would anyone violate this law? You would be surprised why someone might want to to so. Many people might have the mistaken idea that a hummingbird would make a neat pet. This is not true and you should never try to turn a wild bird into a pet! Many people have never before seen a hummingbird nest or egg, so they may want to keep it as a keepsake of having found it. Whatever reason someone may think of as a reason why they might violate this law, please do not do so!
Violating this law has some consequences. First, the bird will immediately be taken from you. Secondly, you will face some hefty financial fines, which can run between $15,000-$200,000.