There are also legal ramifications. In New Mexico, it's not clear whether rainwater collection is legal. [2] The water falling on your property could be somebody else's water under the doctrine of prior appropriation.
[1] https://www.tucsonweekly.com/tucson/a-river-ran-through-it/C...
[2] http://www.inkstain.net/fleck/2011/07/rainwater-harvesting-i...