Quercus beat me to the punch regarding the Raid. That exact warning is mandated by the EPA. It refers (I think) to FIFRA. If you were insane enough to huff Raid, would you be violating provision of FIFRA? Probably so. If the EPA knew you were doing it, would they lobby to have you prosecuted for it? Almost certainly not. The environmental impact of some dude (or even a bunch of dudes) huffing Raid is insignificant at best. And even as far as that goes, it’s a self-limiting problem. 
The usual disclaimers that IANAL, nor am I intimately familiar with the laws of every city/state/county apply. However:
Abusing OTC medications/products (anything under the purview of the FDA as opposed to the EPA) is no different, legally, from abusing alcohol. In and of itself, it is not generally illegal. However, there are quite a few “peripheral” things which are illegal (most of which have been mentioned already):
[ul][li]Almost all states have laws against public intoxication which apply to any substance. Specific standards vary, of course.[/li][li]Similarly, driving while intoxicated is illegal everywhere that I can think of.[/li][li]Disturbing the peace is usually illegal, even if you can’t prove public intoxication.[/li][li]Purchasing OTC products that contain pseudo-ephedrine – if done in accordance with federal and state purchasing limits – is not in and of itself illegal that I am aware of, even if you intend to use it to make meth. Actually making meth is, of course, quite illegal regardless of how you do it. That said, the relevant federal laws (CMEA), and probably most additional state regulations do not place the burden of compliance solely on the vendor. Vendors have restrictions on how much they can sell to a person per day, per month, etc. But there are also legal limits on how much a person is allowed to buy. In other words, if you go around to every store in town buying sudafed, they may not be violating the selling limits, but you are probably violating the purchasing limits. Similarly, I think (but am not certain) that there may be either some federal or state limits with regards to individual storage/ownership. That is, even if you’re purchasing it legally, you can’t stockpile it. I’m not 100% sure on that, but I seem to remember reading something to that effect somewhere, sometime.[/li][li]Attempting suicide (unassisted) is actually illegal in many states. Abusing OTC drugs for this purpose would therefore be indirectly illegal. This rarely gets prosecuted, and even more rarely goes trial. Typically the point of filing the charges is just to get a pre-trial competency hearing replete with a mandatory psych eval in the hopes of having the defendant involuntarily committed to psychiatric treatment before a trial can proceed. Charges are conveniently dropped if/when the defendant is discharged therefrom.[/li][li]Accidental OD might be construed as attempted suicide if someone wanted to prosecute you badly enough (unlikely, but possible).[/li][li]I don’t know if there are legal ramifications for being a “frequent flier” in the ER due to OTC drug abuse, but there might be. Certainly, the hospital, EMTs, and ambulance service are going to be sending you a bill, and you can wind up in civil court if you don’t pay up.[/ul][/li]I can’t think of anything else offhand.