As dasuul points out, you don't have to document the laws for "obvious and direct" crimes. Your real cultural flavor comes in:
- specific cultutral oddities (like the family crest thing EW mentions)
- severity of fine and punishments (death for everything)
- nature of legal resolution (court/trial system)
These are good points to keep in mind. Lovecraft didn't cook up an entire legal code for Ulthar. He just decided it it was illegal to kill cats there.
I think most of the time, it only takes one to three unique laws to give an area the right flavor. Any more risks overwhelming the PC's and diverting the DM's attention/resources. Even in a realm with a complicated, overly procedural legal system like the one ExploderWizard describes, I'd avoid trying to actually write the whole legal code. I'd come up with a half-dozen counterintuitive laws/legal procedures and let the players get the message from that.