Check out native Fruit Beetle species. There are many iridescent and metallicly shiny species of fruit beetle here in the US, and when people think about the pretty beetles they saw once, it is usually one of these. Flower beetles also have some colorful members and cool things like bee mimicks. Some Phanaeus dung beetle species are also very colorful if you have access to the herbivore waste needed for the females to make brood balls.
But yeah, like GeneralZero mentioned, laws vary by state and even county. Be sure to check with your local authorities before jumping in to anything. It's very unlikely that it will be illegal and the vending of native species won't have much of an eye turned to it if any, but it's always for the best to double check and be responsible.