Yes. In the United States, mallards are protected under the Migratory Bird Treaty Act of 1918, and the species appears on the federal list of protected migratory birds (50 CFR 10.13).
Without a permit, it is illegal to take, possess, transport, sell or buy mallards or their parts, including feathers, nests and eggs. Protection does not mean a hunting ban: mallards are a migratory game bird, so they can be hunted, but only during open seasons and within bag limits set each year under federal and state hunting rules. Active nests with eggs or chicks may not be touched or destroyed without a U.S. Fish and Wildlife Service permit, while empty nests can be removed without one. The Service does not issue permits to remove mallards, their eggs or nests from a swimming pool or enclosed yard. One exception covers captive-reared mallards: properly marked birds raised in captivity, and their eggs, can be kept, sold and traded without a permit, but wild mallards and their eggs still cannot be taken.
Source: U.S. Fish and Wildlife Service, Ducks in your pool
Image: Male and female mallards (Anas platyrhynchos), by Richard Bartz, CC BY-SA 2.5, via Wikimedia Commons.