The law in Colorado is that you can have two fog lights and two driving lights mounted in addition to the headlights. There are also height over the deck measurements if the po-po wants to be precise but I'm not even sure a State Trooper could recite the measurement without looking it up.
I don't think there is a DOT requirement on auxiliary lighting, although there are characteristics that make them legal to use on the street or not. Like beam width and how far out and over they cover. IOW, a pencil beam is not street legal not because it lacks a DOT approval but because it reaches beyond some distance in front of your car and causes glare to oncoming traffic. Put another way, a fog light that is perfectly fine mounted and aimed normally, which is low and down, becomes potentially an infraction if you mount it on top of a roll bar and it's aimed such that it blinds oncoming traffic.