From FiveThirtyEight:

“There is no private militia that is lawful. Period. Full stop,” said McCord, whose group at Georgetown has identified laws on the books in every state that prohibit some or all private militia activity. But these laws often go unenforced, and that’s partly because in practice, it’s not always obvious what crosses a line. A law in Virginia, for example, bans weapons training but only if that training is intended to be used in “a civil disorder.”