Well, a lot of the activities wouldn't be legal today, it's not approved nowadays to go around chopping off peoples' heads and hands, but much of the story is based on Things that happened in British history (obviously not the bits involving dragons, or White Walkers, or zombies, but the War of Five Kings has lots of correlations to the Wars of the Roses (1455-1485), and the Red Wedding was based on the Black Dinner of 1440 in Edinburgh Castle and the 1692 Massacre of Glencoe). Other bits, like the Dothraki are based on the Mongols - the closest they got to the UK was Budapest.
The TV show and book series are both legal (and easily obtainable), as RR has pointed out, it's filmed here and a whole bunch of the cast are from the UK.
The majority of events depicted in the show and book are not legal if you tried to do them in real life.
Legal? In what sense? Is running a feudal government in the heart of london and killing the queen to take her throne legal? I would have to say 'no', but what do I know?
Why wouldn't it be? It features a lot of British actors and actresses.
It was deemed to be politically offensive. The idea of an island containing a number of kingdoms, of which one was kept separate by an ancient wall, and inhabited by creatures from hell was deemed to be insensitive to Scotchmen.
The series is filmed in UK!
Whyever not?