1. The few Laws in the West against rainwater collection are being repealed:
http://www.nytimes.com/2009/06/29/us/29rain.htmlMeanwhile we have cities subsidizing the practice to reduce storm runoff:
http://www.rainsaucers.com/blog/2010/06/28/cities-which-subsidize-rwh2. If you are worried about polluted rainwater, by all means please do not drink it!
And while you're at it, please don't breathe air either because it will contain the same stuff. But seriously, rainwater is good natural stuff that is often better quality than what comes out of the tap, well, or river in developing countries.
3. In the U.S., we suggest you treat rainwater for drinking the same way you would treat any private source of water. Do your own testing and add filtration if you think you need it. The oldest and cheapest method of filtration is called first flush where you let the first liter of rain get flushed based on the assumption most atmospheric contaminants come down in the first few minutes of rain. We implemented first flush with our 2 RainSaucer system
http://www.rainsaucers.com/photos.htm (picture #8)