You don't want to get in trouble with these guys!

In most countries, distilling for private use is NOT LEGAL. Even owning a distilling apparatus is considered to be  illegal.
You need to check with your local law enforcement whether you are allowed to own and operate a distilling apparatus for personal use.

As far as I know, home distilling is considered to be legal in Russia, Romania, Hungary, Bulgaria and New Zealand. There are several countries which turn a blind eye on home distilling. If you want to know your position, check with your local authorities!

Important note:

It is a federal felony to actually use this information to build your own still and produce alcohol. The information presented here is simply for informative, educational and game-use only. In no way is this document meant to persuade people to actually produce illegal alcohol. It is ill advised to do so, but if you must there are legal ways to do so. It is possible, in special cases, to get a permit to build an experimental still, work on solar power, or power an alcohol gassed automobile. If you decide you want more information, look in the library under fuel alcohol, distillery, or wine making.