Racist laws and laws concerning slaves provide examples of how legality and morality come apart. A law could make it legal to keep slaves, even if that is immoral; a law could prohibit one from helping someone of another race, even if that is morally obligatory. You can fail to do what is right without breaking any law, and breaking a law may not be immoral.

Philosophers of law spend a lot of time arguing over this question. This is not surprising since, on the one hand, there seems clearly to be some close connection; but on the other hand there are both actions that are immoral but not illegal (e.g. not keeping a promise) and actions actions that are illegal but not immoral (e.g. breaking an law requiring people to turn in escaped slaves).

This is a big question, but it is easy to see that there is a difference, since a law may be unjust, and justice may require something not mandated by law.