At the very least, Title 18, Section 1924 of the U.S. Code: "Unauthorized removal and retention of classified documents or material"
https://www.law.cornell.edu/uscode/text/18/1924
http://jonathanturley.org/2015/07/24/state-department-and-in...
Other possible violations here: http://www.usatoday.com/story/opinion/2015/03/16/hilary-clin...