If you mean Role Playing Game that would be wierd. If you mean Rocket Propelled Grenade, just having one in your possession is illegal so shooting anything with it almost certainly is. Not to mention most cities have ordinances against use of weapons inside city limits.
Only if you live in West Virginnia and even there maybe not or if you get a license or something. and just so you know RPG stands for Rocket Propelled Grenade so I hope that is what you were talking about