Usually, it's only ponds over a certain depth like 2 feet that need a permit and may require fencing. Your local development may have its own covenants and prohibitions so you'd have to check into that. You also may need to check with the electric, phone, and gas companies as to where any buried lines are.
I searched the internet. Here's a story about a rich guy in NJ who had problems with getting permission/permits for his pond. It mentions contacting the Army Corps of Engineers but I don't know if that's only if you're building a pond in wetlands which is dumb anyway because it will flood.
http://www.heartland.org/Article.cfm?artId=9866