In the entire United States Prison escape or even attempted prison escape is illegal and you can be shot by a guard in a prison guard tower if they notice you trying to escape.
They can shoot and kill you and they don't fire warning shots. If you do manage to escape prison in the United States they will hunt you down until they find you which could be 20 minutes after the prison escape or even a few months after the prison escape but they will not stop looking for you until they find you and bring you back to prison.
Once you get back to prison they'll most likely tack additional years onto your prison sentence and put you in solitary confinement or send you to a higher security prison such as the ADX Florence and your stay in prison will be much longer and harsher.
The only two countries that it's not illegal to attempt to or to escape prison is Germany and Austria.