Is it illegal to cheat on your wife?

it is not illegal, but it is immoral.

Some states do still have old laws against adultery, but they are not enforced. or

Technically yes! There are many adultery laws on the books. There is also the contract you went into with your spouse stating you would forsake all others. At best it is a breach of a legal contract.

From a moral standpoint, only vermin cheat. I would hope most humans are smarter then a dog.