Around these parts, the Rangers will cite you, and the fine is hefty, if they catch you moving firewood. Our most recent stay at a State Park, there was a big pile of firewood from within the park itself at the host's site bearing a sign asking for a $5 donation for a 10 piece bundle, which was enough for two evening's fires, and certainly cheaper than buying from convenience stores -- of which there were none within 20 miles.
I quite understand folks complaints about the cost of firewood near campgrounds. We heat with wood and buy it by the cord as well as cut our own out of our 20 acres of woods. But I dutifully buy locally when we travel.