Yes wild animals are illegal to own in most states without a special license. Keep in mind they aren't domesticated, cuddly, attention seeking animals either. What your girl thinks owning a fox would be like is much different then the reality of it.
You could get one at a fur farm. They can be pretty snippy as they are not domesticated. I had one once. He was nice but not at all like a dog. They will learn to like you, but never quite to trust you. You have to be very careful how you handle them. I would never trap one from the wild as they deserve their freedom, but I got mine from a fur farm, so I figured I was doing him a favor. No idea what they would cost now.