Lane splitting or filtering is not legal most places in the States. Here in California it is legal between dotted line traffic lanes, but going up the side of a left turn lane counts as passing on the right and is illegal.
That said, people do it all the time. I live in an area where bikes are common enough that it doesn't confuse anyone.
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Genesis 49:16-17
"Well, well!" said Holmes, impatiently. "A good cyclist does not need a high road. The moor is intersected with paths and the moon is at the full."