According to Michael Farris of the Home School Legal Defense Association (HSLDA) "homeschooling has always been legal in all 50 states. It has been a bit of a fight to get the various members of the education and social services establishment to accept that fact, but great progress has been made." So even though it is legal, some agencies are not informed about it and so make the wrong assumptions. Some are just against the whole idea of parents teaching their own for any number of reasons. This is why it is essential that all of us who decide to embark on this journey, make it a priority to have all the I's dotted and T's crossed.
Each state has it's own set of laws that parents of homeschooling children must follow to be considered "compliant." You will find that some states have very little oversight, while others such as NY, MA and PA are regulated more so. It doesn't mean that you cannot homeschool in these states; there are just more requirements. Here in CA, regulation is minimal.
Just because a state is more lax towards homeschooling in general, does not mean that there aren't challenges. Homeschoolers rights are being challenged all of the time in many ways. That is why it is necessary to be sure to document your program and adhere to the rules in your state. One very good place to start is to become a member of HSLDA so that if you have any legal questions or need legal representation on a homeschooling matter, you're covered. It is highly recommended that you do this, particularly if you are just starting to homeschool and will be taking your child out of traditional schooling.
It is also recommended that you contact the primary homeschooling organization in your state. There they will have more state-specific information that is all very helpful. They will also have information about homeschooling support groups and co-ops, activities like camp, classes and sports, as well as conferences coming to your area.