Are steroids illegal?

With the recent confession of Mark McGuire, there seems to be a lot of opinions but no facts to back it up. I understand that most sports have banned performance enhancing drugs and steroids. But weren't steroids an illegal drug before that? My question is if and when steroids became an illegal substance. Not when they were banned from a particular sport. I also know that they are prescribed for certain conditions. Just curious about the legality of them as a leisure drug. Thanks!