As mentioned earlier, most ski resorts take a "leave at your own risk" approach. It's not against the law to cross into the backcountry, just you should know what you're getting into. And the resort shouldn't be on the hook to rescue you if anything goes wrong.
If you're in a national park, your pass actually helps pay for a rescue service if you need it. That's if you get stranded hiking, or need a helicopter evac from backcountry skiing.
That said, if there is an avalanche, a helicopter isn't going to save you. You need a shovel, probe, and transceiver; as well as a friend (or two!) equipped with the same gear. And you all need to know how to use it. You don't have time to sit around and wait for a helicopter.
For anybody who's interested, the Lake Louise Lowdown has an interesting post on the matter of
out-of-bounds vs. avalanche areas.
Screw Christmas, I just wanna go skiing.