Here in DE, all fireworks, including sparklers, are illegal. That doesn't stop people from taking a quick trip to VA, and bringing them back by the carload. My son used to pick up some if he had reason to be in VA at all, but hasn't had any in years.
Last year, the not too bright folks next door were setting off rather big ones, and instead of walking across the street to an empty field, they were doing them in their front yard. We had many end up in our yard, and some even on our roof. Son was not at all happy. Luckily, no damage was done, but one did start a small fire in the grass out back, but it went out by itself. We'll probably have to be outside to monitor their actions again this year.
No cops would come out even if called. We're in the country, and all of that just comes with the territory.