[LouMG]

The regulation is a Federal one if you are hunting migratory birds;
From Federal regulaions
It is illegal to hunt migratory birds
(b) With a shotgun of any description capable of holding more than
three shells, unless it is plugged with a one-piece filler, incapable of
removal without disassembling the gun, so its total capacity does not
exceed three shells. This restriction does not apply during a light-
goose-only season (lesser snow and Ross' geese) when all other waterfowl
and crane hunting seasons, excluding falconry, are closed while hunting
light geese in Central and Mississippi Flyway portions of Alabama,
Arkansas, Colorado, Illinois, Indiana, Iowa, Kansas, Kentucky,
Louisiana, Michigan, Minnesota, Mississippi, Missouri, Montana,
Nebraska, New Mexico, North Dakota, Ohio, Oklahoma, South Dakota,
Tennessee, Texas, Wisconsin, and Wyoming.
Most states have no limit for non-migratory birds or small game. Some may, its best to check local laws.
Extentions are available to increase capacity up to 8.