Fireworks are legal in some cities in California. All fireworks that shoot in the air are illegal (i.e. bottle rockets). Lakewood used to sell fireworks but it is now illegal there. Closest city to me would be Carson or Compton, and I'm not going there just to go buy fireworks.
I remember the good old days of holding the fireworks in your hand and then throwing it until the last possible second. Or taking apart a Piccolo Pete to get the powder out and using a 2 Liter bottle to recreate a M80.