Piracy is illegal. The reason is copyright infringement. Essentially, you are knowingly downloading and distributing illegal material when torrenting. However, the government doesn't really care if you download music/movies illegally because arresting everyone they can find doing it is so impractical. However, wherever they can they will shut down or block the site.
Torrents are files that are given out for free even if they cost money. If they are illegal, then why haven't they blocked the websites? Also, why doesn't the torrent providing companies get sued for illegal distribution of files and go bankrupt?. This is why I think Torrents are completely legal.