Nah, definitely not illegal in the US, like 30%-40%+ of my high school dropped out at the day they turned 16 (or maybe 15... forgot exactly which one they let you drop out at).
Also... I graduated before I was 18.
EDIT: I was in high school two decades ago, so it might have changed since then.
Its never been federal officially although theres substantial funding bribery over the years (like drinking age enforcement), age has changed wildly over the years, vast increase over the last two or three generations, and wide variance in religious vs non-religious reasons, parental consent vs no parental consent required, etc.
Also... I graduated before I was 18.
EDIT: I was in high school two decades ago, so it might have changed since then.