Well, as long as you didn’t commit some crime beforehand. From Life’s Little Mysteries:

Is merely faking your own death a crime?

The short answer is no. If you hate your life, you’re technically allowed to contrive a departure from it.

“I am unaware of any federal statute that would apply to an individual who fakes their own death,” FBI spokesman Bill Carter told Life’s Little Mysteries.

An interesting read. More at the link for ‘the long answer.’