Is it illegal for you to steal someone's money when YOU gave it to them?
U.S. common law courts (e.g., state courts responsible for
prosecuting most intra-state criminal acts) in all 50 states have
long recognized a certain limited "lingering interest" of the
transferor in gratuitous transfers of personal property and
commercial real property (residential real property is a different,
and more complicated matter). In most states, the lingering
interest allows the transferor to recover part, or all, of a
gratuitous transfer from the transferee.
This is usually restricted in several ways, especially as to
time. If the person to whom you gave the money has had it for a
long time, and the money has been intermingled in the finances of
that person so that it's no longer clear exactly what money of his
was received from you, a court will probably not recognize your
lingering interest. Personal property, so long as it's still in the
possession of the transferee, is easier to identify, and all states
will grant an implied easement for the transferor to enter the
property of the transferee for the purpose of recovering the
item(s).
This legal doctrine is from where we get the phrase "Indian
giving". Good luck getting your money back! I recommend talking to
a lawyer before attempting to recover your property. He will be
able to answer more of your questions. (Be sure to ask him if your
state is a "castle doctrine" state.)