Lying to any police officer in the states is a crime, federal or local.
I'll do a little chime in here. It is MUCH worse to lie to an FBI agent MOO as the penalties are much more severe. Heck, some places it's not much more than a misdemeanor for lying to local police, if even that. But lying to the feds is VERY different. Don't ever do it! Think of all the high profile cases we read about where the lie was worse than the offense. MOO. Heck, he could even be brought in if they found on the phone call that he said he was in one place, and they proved by his phone he was lying and was in another place (he said he only talked to FBI on phone, but who knows if that is true)
18 U.S. Code § 1001 - Statements or entries generally
(a) Except as otherwise provided in this section, whoever, in any matter within the jurisdiction of the executive, legislative, or judicial branch of the Government of the United States, knowingly and willfully—
(1)
falsifies, conceals, or covers up by any trick, scheme, or device a material fact;
(2)
makes any materially false, fictitious, or fraudulent statement or representation; or
(3)
makes or uses any false writing or document knowing the same to contain any materially false, fictitious, or fraudulent statement or entry;
shall be fined under this title, imprisoned not more than 5 years or, if the offense involves international or domestic terrorism (as defined in
section 2331), imprisoned not more than 8 years, or both. If the matter relates to an offense under chapter 109A, 109B, 110, or 117, or section 1591, then the term of imprisonment imposed under this section shall be not more than 8 years.