The characters in Winston and Aly are a couple of cops, no one actually really does anything incredibly illegal.
The group manages to break and enter a few times, and they do some things that may cause normal people to get thrown in jail in real-life scenarios. However, for the sake of comedy, they always get away with it or into super awkward situations as a result.
All-In
When Nick and Jess finally get together and the very ending of the second season, they kind of don't know what to do from there. The first episode of season three explores this concept, and how Nick and Jess just aren't ready to have their new and exciting relationship be weighed down by reality yet. So, in perfectly "them" fashion, they run away to Mexico. Nick ends up sneaking into an exclusive resort and steals a wristband from a kid to prove that they belong there before security catches them. He also threatens the kid if he doesn't give it to him and it is unclear how they even got into Mexico because Jess didn't have their ports. Nick actually does get taken to "resort jail" but they both probably should have been sent to actual jail. Also, he accidentally shredded his port and then Winston (very poorly) put it back together like a puzzle but were still somehow able to cross the border.
Rhonda
Rhonda was a bit of an odd character. She briefly dates Winston, but it all is kind of a weird elaborate plan than involves them getting fake-married only to be actually married as a double prank. In all of her weirdness, Rhonda has definitely done some illegal things in the name of being a prank lord and probably deserves to be in jail, just to keep all her wild antics in check and behind bars so that the world, and Winston, may be safe.
Winston Steals Ferguson
While this was probably one of the greatest actions done in the series, because everyone loves Ferguson, Winston steals his ex-not-ex-girlfriend's cat. Daisy was, by many s, a disliked character. She was noncommittal and totally only cared about herself. She was extremely selfish, and treated Winston poorly.
So, in retaliation, Winston wanted to try to kill her cat, Ferguson. The two ended up becoming best friends, and clearly Daisy didn't care that much about Ferguson as she never reported the theft of her four-legged friend. She just let Winston take him out of her hands and close the door on her.
Nick Punches Jess
During one of the Halloween holiday episodes, Jess takes an odd job to pose as a zombie in a Halloween haunted house. All of her roommates and Sam (who she is casually seeing at the time) attend the haunted house, and after Nick discovers that Sam is still dating around while Jess is about to confess her feelings for him, he makes the brave move to try and find her in the haunted house. Nick is utterly terrified and acts as though he is actually in a horror movie. When Jess appears, he accidentally punches her in the face as a gut reaction and then gets beat up by her zombiefied coworkers in retaliation. This moment was super funny, and could have even landed Nick in jail for physical assault had Jess wanted to press charges.
Operation: Bobcat
In the popular episode "Operation: Bobcat," the rooftop of Schmidt's workplace. Not only is this technically a public display of indecency, but they also get stuck up there, with no clothes (after they literally get blown off the roof), and have to call Nick to help them and get them off the roof.
Angie
Breaking Renter's Agreement
This point probably wouldn't have resulted in the gang being sent to jail, but they do break their renter's agreement quite often. Actually, the fact that there are four people living in the loft is part of the code break (even though it's a four bedroom), which means that the agreement was broken the moment the show began, when Jess first moved in in the first episode. They also break the agreement all the time by causing some serious damage to the place, as it is often mentioned and brought up that they have plumbing issues. Imagine if their landlord knew about True American.
The Lionfish
In season two, Schmidt makes an elaborate metaphor for his feelings for Cece and how she is like the rare lionfish. These beautiful yet incredibly invasive species are extremely poisonous and are some of the few fish around America (except Hawaii) where people are encouraged to capture it to remove them from the reefs. In the show, Schmidt says they're California native and very protected (which is inaccurate) and at the end of the episode, he releases the lionfish back into the ocean.
This is totally illegal in both reality and the fiction. If Schmidt tried to steal one, he could be arrested. In the real world, throwing a lionfish into the ocean is also illegal as they are an invasive species and causing so much harm to the Atlantic and Pacific coasts that he could also be arrested.
Rooftop Bathtub
After Jess and Winston try to get a bathtub in the apartment but are rejected, they take to the roof. But the tub doesn't hold and crashes in the roof right above all of Schmidt's suits causing them to be drenched in weird bathwater and ceiling bits. In order to try and fix everything and claim the renter's insurance, Jess and Winston fake a robbery. This is, of course, horribly illegal and the two probably would have gone to jail if they had been caught for insurance fraud. But they ended up faking another robbery at the end in which the made-up meth-heads brought all of Schmidt's suits back.
Breaking & Entering
The New Girl gang break and enters a number of places several times throughout the series. This is often their worst offense as they are a pretty wholesome bunch though they are utterly wild and disruptive. her and Nick in the act and actually invites them in. Later in the same season, Jess and Cece get invited to a party at Prince's house and the gang tries to sneak in as they also want to attend. They end up breaking into Prince's house just to attend the party.