What Federal law prohibits polygamy?

Because legislating marriage is a right reserved to the states. If it's not an enumerated constitutional power, Congress has no authority to pass a law.*

(*nb: The Defense of Marriage Act (DOMA), which does define marriage as a union between "a" man and "a" woman, applies only to areas in which the federal government has authority to provide benefits (ie, Immigration, income tax breaks, social security benefits, etc.) to married people. It's sort of a defacto federal anti-polygamy law, though that's not its intended purpose.)