When your data science activities can send you to prison...

Many products or published articles based on data science are heavily regulated, and illegal to perform or publish or sell without a special license, especially in US. You may be doing research and development on a topic considered as classified by the US government. Steganography (the art and science of hiding secret messages in images) Factoring the product of two large primes (cryptography application) Algorithms to reverse-engineer some systems (e.g.to check if a credit card number is valid) Distribution of encoding algorithms that can be used and customized by anyone, even offline Selling or designing home-made, backdoor-free, weapon-grade encryption products abroad or even in US Manufacturing and selling weapon-grade random numbers, for instance based on the digits of some transcendental numbers, using very fast algorithms (have you ever wondered why Excel random numbers were so poor - maybe they are very poor on purpose, not because those who designed them are ignorant) Algorithms to reverse-engineer some systems (e.g.to check if a credit card number is valid) Depending on how strong your algorithms are, it could be classified material, and you might not be aware of it until you get a letter from the NSA (after all, if you don't have access to classified information, there's no way for you to know whether what you do is classified or not). Designing algorithms, trained on data, to beat the IRS, using legal techniques only Publishing a list of prices for medical procedures (with price range), broken down per hospital, based on data collected online from patients, with their consent Gambling or bets that involve guessing econometric indicators, such as stock prices or indices. While this is different from a lottery in the sense that winning is based on good data science rather than pure luck (lottery is another business that is great for a data scientist, although universally illegal), it might still be illegal depending on your jurisdiction.