USDA Licensing Requirements - https://www.aphis.usda.gov/publications/animal_welfare/2013/faq_retail_pets_final_rule.pdf

Alabama - No permit required to possess.
Dept. of Conservation & Natural Resources (334) 242-3902

Alaska - No permit required to possess.
Dept. of Fish & Game (907) 465-4190 or 465-4100

Arizona - No permit required to possess.
http://apps.azsos.gov/public_services/Title_12/12-04.pdf
Game & Fish Commission (602) 942-3000 x 4006

Arkansas - No permit to possess.
Dept. of Fish and Game (501) 223 6300 or 223-6359

California - Completely illegal to possess pet hedgehogs.  Breeders must obtain USDA licensing and are not permitted to sell to CA residents.
California State Veterinarian (916) 654-1447

Colorado - No permit required to possess.
Div. of Wildlife (303) 297-1192 or 291-7440

Connecticut - No permit required to possess.
Dept. of Environmental Protection (860) 424-3011

Delaware - No permit required to possess.
Div. of Fish & Wildlife (302) 739-5295 or 739-5297

Florida - No permit required to possess.  Class III Wildlife Permit is required to exhibit or sell.
http://myfwc.com/license/captive-wildlife/#class 3
Florida Fish & Wildlife Conservation Commission (850)-488-6253

Georgia - Illegal to possess pet hedgehogs without a permit from the Department of Natural Resources.  Breeders must attain a permit from the Dept. of Natural Resources AND if they possess more than 4 females must be USDA licensed.  Breeders are not permitted to sell to GA residents unless the resident has the appropriate permit.
Dept. of Natural Resources/Game & Fish Division (404) 656-0778 or 656-3523

Hawaii - Completely Illegal
Land & Natural Resources (808) 587 0377 or 548-2681

Idaho - No permit required to possess.
Fish & Game Dept. (208) 334-3736 or 327-7025

Illinois - No permit required to possess.
Dept. of Conservation (217) 782-7305 or 782-2965

Indiana - No permit required to possess.
Div. of Fish & Wildlife (317) 232-4080 or 232-4040

Iowa - No permit required to possess.
Dept. of Natural Resources (515) 281-4508 or 281-5638

Kansas - No permit required to possess.
Dept. of Wildlife & Parks (316) 671-5911

Kentucky - No permit required to possess.
Dept. of Fish & Wildlife Resources (502) 564-4224 or 564-3176

Louisiana - No permit required to possess.
Dept. of Wildlife & Fisheries (504) 765-2800 or 765-2821

Maine - No permit required to possess.
Dept. of Inland Fisheries & Wildlife (207) 287-5250
https://www.maine.gov/ifw/
Unrestricted species list: https://www.maine.gov/ifw/docs/unrestrictedspecies.pdf

Maryland - No permit required to possess.
Dept. of Natural Resources (410) 974-2265 or 974-3195

Massachusetts - No permit required to possess.
Div. of Fisheries & Wildlife (617) 727-3151

Michigan - No permit required to possess.
Dept. of Natural Resources, Wildlife Div. (517) 373-1263

Minnesota - No permit required to possess.
Dept. of Natural Resources (612) 296-4507 or 296-3344

Montana - No permit required to possess.
Dept. of Fish, Wildlife & Parks (406) 444-2950 or 444-2535

Nebraska - No permit required to possess.
Game & Parks Commission (402) 471-5462 or 464-0641

Nevada - No permit required to possess.
Dept. of Wildlife (702) 688-1500 or 688-1549

New Hampshire - No permit required to possess.
Fish & Game Dept. (603) 271-3421 or 271-2461

New Jersey - Permit required.
http://www.state.nj.us/dep/fgw/pdf/xotic_hobby.pdf
Div. of Fish, Game & Wildlife (609) 984-0839 or 292-6685

New Mexico - No permit required to possess.
Dept. of Game & Fish (505) 827-7934

New York - Illegal in the 5 boroughs of NYC; Brooklyn, Bronx, Queens, Staten Island, and Manhattan.  No permit required to possess elsewhere in the state.
Dept. of Environmental Conservation (518) 457-3400 or 439-7635

North Carolina - No permit required to possess.
Wildlife Resources Commission (919) 662-4370 or 733-7291

North Dakota - No permit required to possess.
Game & Fish Dept. (701) 221-6335

Ohio - No permit required to possess.
Dept. of Natural Resources (614) 265-6300 or 265-7027

Oklahoma - No permit required to possess.
Dept. of Wildlife Conservation (405) 521-3851 or 521-2739

Oregon - No permit required to possess.
Dept. of Fish & Wildlife (541) 872-5260 ext. 5518

Pennsylvania - Completely Illegal.  Pennsylvania has been known to euthanize hedgehogs found in the state.
Game Commission (717) 787-4250 or 787-5740

Rhode Island - No permit required to possess.
Div. of Fish & Wildlife (401) 277-3576 or 789-3094

South Carolina - No permit required to possess.
Wildlife & Marine Resources Div. (803) 734-3833 or 734-3888

South Dakota - No permit required to possess.
Dept. of Game, Fish & Parks (605) 773-3485 or 773-3381

Tennessee - No permit required to possess.
Wildlife Resources Agency (615) 781-6585 or 781-6610

Texas - No permit required to possess.
Parks & Wildlife Dept. (512) 389-4419 or 389-4822

Utah - No permit required to possess.
Div. of Wildlife Resources (801) 538-4846

Vermont - No permit required to possess.
Dept. of Fish & Wildlife (802) 241-3700

Virginia - No permit required to possess.
Dept. of Game & Inland Fisheries (804) 367-1000

Washington - No permit required to possess.
Dept. of Wildlife (206) 753-5719 or 753-5728

West Virginia - No permit required to possess.
Dept. of Natural Resources (304) 558-2758 or 348-2771

Wisconsin - No permit required to possess.
Dept. of Natural Resources (608) 266-2621 or 267-7857

Wyoming - No permit required to possess.
http://gf.state.wy.us/web2011/Departments/Hunting/pdfs/Regulations_Ch10_Brochure.pdf
Game & Fish Dept. (307) 777-4530 or 777-4582