"If you refuse to give out the information or you deliberately give inaccurate information, you can be in legal trouble. According to United States Code, Title 13 (Census), Chapter 7 (Offenses and Penalties), SubChapter II, if you're over 18 and refuse to answer all or part of the Census, you can be fined up to $100. If you give false answers, you're subject to a fine of up to $500. If you offer suggestions or information with the "intent to cause inaccurate enumeration of population," you are subject to a fine of up to $1,000, up to a year in prison, or both."
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This seems to say that if a census form is mailed to an illegal alien and they don't fill it out they will get a $100 fine.

If they lie on it they will get a $500 - $1,000 fine, and/or a year in prison.