Just answer the question. If you don't mind providing the information and you don't want to make waves, you can respond to the question and move on to the next one. Keep in mind, however, that you should only answer the question if you truly are comfortable providing the information -- it could come back to haunt you.
Refuse to answer the question. Inform the interviewer that the question doesn't seem to be legal or relevant to the specific requirements of the job. Be forewarned, though, that such a direct response should really be saved for questions that are offensive or deeply troubling.
Don't answer the question, but answer the intent behind the question. This is usually the best option, since it allows you to provide a tactful answer without sacrificing your rights. To answer the intent behind the question, try to figure out what the interviewer REALLY wants to know. For example, if the interviewer asks if you are a U.S. citizen (which is an illegal question), a smart answer would be, "If you mean to ask if I am legally authorized to work for you, the answer is yes." In cases like these, it's best to rephrase the question into a legal one and then answer it. This displays flexibility and composure -- strong job skills.