It is a crime under Federal Law - See U.S. Code, Title 18, Chapter 12, Sub II, Part VIII, Section 1325:
TITLE 8 > CHAPTER 12 > SUBCHAPTER II > Part VIII > Sec. 1325. - Improper entry by alien
(a) Improper time or place; avoidance of examination or inspection; misrepresentation and concealment of facts
Any alien who
(1)
enters or attempts to enter the United States at any time or place other than as designated by immigration officers, or
(2)
eludes examination or inspection by immigration officers, or
(3)
attempts to enter or obtains entry to the United States by a willfully false or misleading representation or the willful concealment of a material fact, shall, for the first commission of any such offense, be fined under title 18 or imprisoned not more than 6 months, or both, and, for a subsequent commission of any such offense, be fined under title 18, or imprisoned not more than 2 years, or both.
(b) Improper time or place; civil penalties
Any alien who is apprehended while entering (or attempting to enter) the United States at a time or place other than as designated by immigration officers shall be subject to a civil penalty of -
(1)
at least $50 and not more than $250 for each such entry (or attempted entry); or
(2)
twice the amount specified in paragraph (1) in the case of an alien who has been previously subject to a civil penalty under this subsection.
Civil penalties under this subsection are in addition to, and not in lieu of, any criminal or other civil penalties that may be imposed.
(c) Marriage fraud
Any individual who knowingly enters into a marriage for the purpose of evading any provision of the immigration laws shall be imprisoned for not more than 5 years, or fined not more than $250,000, or both.
(d) Immigration-related entrepreneurship fraud
Any individual who knowingly establishes a commercial enterprise for the purpose of evading any provision of the immigration laws shall be imprisoned for not more than 5 years, fined in accordance with title 18, or both
You're right, I'm wrong. (But your citation is off--it's title 8, not title 18. I had checked Title 18, the Federal Criminal Code, and found nothing penalizing a first illegal entry.)