It's a felony for an individual who has previously been removed from the United States to try and re-enter the United States. It's possible for someone who has previously been deported to be permitted to return to this country though.
The problem with illegal reentry: What immigrants need to know
If you've been here in the United States for a significant amount of time, it's possible that you've overstayed the limit of your visa. While that is a problem, it becomes a much bigger issue -- and an actual crime -- if you leave the country and try to reenter it again illegally.