depends on your situation. if you are a student, yes -it is against the law. if you are an employee, your employer may have consequences for you, because their fire insurance rates are reduced if ALL employees participate in the drills. If the fire drill is called by a fire marshal, then yes, it is a crime not to obey a lawful order. If you are in the military, you would be considered AWOL. So, let's say you have your own business in a building which happens to have a fire drill for certain companies, or a particular group of their employees, then you are off the hook.
