It is illegal to smoke your headlights or taillights in Kommifornia.
That being said ... you roll the dice and takes your chances. Nate has been lucky. other folks will get stopped. Bear in mind that by smoking them you are giving the cops a reason to pull you over if they choose to, and you have no cause to complain.
Most of these kind of laws are enforced somewhat sporadically, a lot depends on the cop that sees you, how his day is going and what you were doing to get his attention in the first place.
as someone on another forum asked: what is the point of buying 6k HIDs and then smoking the lenses so they are not as bright?