Is it illegal to remove dpf? I was talking to a gm technician and he said that the state boys will give you a big fine if they catch you without a dpf....???

Yes it is illegal to remove any emissions equipment from the vehicle unless doing so to repare or replace it.

Most police officers wouldn't know what they are looking for IMO but you can get a ticket for it. Thats why all the companies that sell delete kits sell them as for off road use only.

In metro counties in Colorado we have yearly diesel inspections. They check your emissions components and do a dyno test under load for an opacity test.
Dave