This is a weird question. Some internet archives are free, in which case it is not breaking the law. Some have a pay wall, so if you violate their paywall then I think it would be breaking the law,Is using internet archive to access articles for free breaking the law?
Actually I was thinking of legit archives initially, but I now realize that you probably mean file sharing sites. I just looked this up, and downloading copyrighted material for free from file sharing sites is illegal.
The unauthorized copying and distributing of copyrighted materials, including, but not limited to peer-to-peer (P2P) file sharing, is a violation of United States copyright law and may result in civil and criminal liability and prosecution.