Is a non refund policy legal?

If you are asking about store refunds, yes, a no refund policy is legal.

No store, vendor or seller is obligated in any way to take back any item that has been sold. Stores that do offer a money back policy do so as a courtesy. Some stores, especially smaller ones that cannot afford to have their merchandise "borrowed" (yes, people do this) will offer an exchange or store credit for other merchandise, but they are under no obligation to do so any more than you are obligated to take back anything you sold in your last yard sale.