In chapter 13 of the apostle Paul's Letter to the Romans, the English translation reads, "Let every person be subject to the governing authorities. For there is no authority except from God, and those that exist have been instituted by God. Therefore he who resists the authorities resists what God has appointed..." (Romans 13:1-2). Clearly, this is advice to Christians to follow the laws of their nation and to respect the laws of other nations.
If the law is contrary to God's word, it is immoral and Christians must work toward changing it.