I would be inclined to say that it isn't illegal as long as they, at one point or another, were given control over your account. For example, if they had control over your account when you were under 18 and that still carried over after you were 18, there's nothing (as far as I know) that says they have to give up control of your account after you're 18.
There may be a law I don't know about that would protect your right over your money, but even if there was, you'd have to go to court over it with your parents to actually enforce that law.
I just know that when my parents had control over my bank account when I was a minor, they still had control over it after I turned 18, and they would take my money to pay their bills. When I later went to the bank to try to take them off my account, the bank wouldn't let me take full control of my own account unless I brought my parents in to sign a paper saying they agreed to it. That was particularly aggravating, and maybe your bank is different, but it's something to keep in mind if you do actually go to the bank to talk to them about it.
Depending on the type of account you have with your parents, they might not actually have control over whether or not you take money out of it. They might indeed be able to, but just be careful not to take their threats at face value. Learn what rights you do or don't have with your account. It should be possible to just go to the bank to talk to someone about it without your parents needing to know about or be involved in the conversation. If you can't do that, Google it or look on your bank's website for information.
All that being said, it might be the best idea just to sit down and talk to your parents about their reasons for withholding your money. You didn't list a reason for why they're doing this, so maybe you don't know, and it would probably help to find out. Sit down, talk to them, act mature about it, don't start accusing or yelling at them - simply ask for their reasoning and calmly present your counterpoint for why you believe you should have access to your money. Parents may be unfair or irrational or flat out wrong sometimes, but usually they will have good intentions behind the things they do. Maybe they're trying to act in your best interest. Maybe you could come to a compromise and they could agree to give you part of the money now, or to set up some sort of allowance for you.
I do think your parents are probably going about this the wrong way, but I think that questioning the legality of it is the wrong way to solve your problem unless you're seriously willing to go to court over this. Just try to talk to them and show them that you are an adult who can take care of your own money.