Advance fee Loans are Illegal Period..

http://www.consumer.ftc.gov/articles/0078-advance-fee-loans
http://www.fraud.org/scams/direct-marketing/advance-fee-loans

And in Some states so are these loans:

Payday loans
http://www.paydayloaninfo.org/state-information

Its ILLEGAL to ask for money to receive it:

Prize Offers: You Don’t Have to Pay to Play!
http://www.ftc.gov/bcp/edu/pubs/consumer/telemarketing/tel17.shtm
http://www.consumer.ftc.gov/scam-alerts
http://www.consumer.ftc.gov/articles/0076-telemarketing-scams