The laws in each state are different. I believe South Carolina can sell many that do more than just sparkle. I know Florida can sell many, but I believe anything that 'explodes' may be under some restriction -- leaving Sparklers, fountains, smoke bombs, etc.
Ohio used to have some fairly relaxed rules.
That doesn't mean people don't get hold of what they aren't supposed to have.
We do have neighbors that seem to launch smaller versions of 'real' fireworks -- like small versions of what you would see at a real show.