Legal or Illegal Information
Almost all legal information is illegal to ask in the job interview. For example questions regarding your age, country of origin, religion, sexual orientation and health status.

There are some exceptions, personal questions considered to be job-related are allowed. For example if you have been convicted of a crime? Some jobs have strict requirement of a clean record.

Dealing with illegal questions
The best way of dealing with illegal questions is just to try to play it cool. It is possible that the question is not meant to be digging in your personal life, but most likely to try to figure out how you will do in the job. So one should try to look at what is behind the question and answer accordingly.

For example an illegal question would be: Do you plan to have children anytime soon?. Such a question to a woman would be thought of a discriminating. Anyway the person asking such question is probably thinking on if the person have plans to stay with the company for the long term, or just till she finds a husband to have a baby with. So one should probably answer that one have long term plans for working at the company and that you whish to combine work and a family life.