I had two people in the room when my superiors gave me my annual review. Is that legal to have them as part of the review process. I was not asked if it was OK.

We need more detail in order to give you a meaningful answer.

Where (what state or country) are you? Is your employer a government agency? Are you working under a union contract? Are there employment policies in place which might govern this sort of thing?

Also.. what positions in the company did these other people have. And in what departments. (I.E. Were they in Human resources or superiours to your superiors)

Unless you are covered by a union contract that specifically precludes this, I don't see how having others in the room during your review would be illegal. It may be a bad business practice, as it obviously made you uncomfortable, but I don't see how it would be illegal. But I'm curious - can you explain the circumstance, who were these people and what explanation was given for their presence?

I don't know of any laws, at least not in the US, that controls how employers do employee reviews. This is up to the individual company and is controlled by written company policy or employment contract.

So it is not illegal, again, at least not in the US. Whether they violated company policy or your contract, we would need more info to say. Was this your first review with this company? If not, did previous reviews included other people?

That would be a sign to me to polish up my resume for probable use in the near future. The only possible reason (that I can think of) to discuss a supervisor's rating in front of that supervisor's subordinates would be to prove to those subordinate's that their complaints about the supervisor were being discussed with the supervisor and that they could expect improvement in the future. They would also be available to verify what was discussed if problems continued. I could be wrong or maybe this is a new management technique I am not aware of, but it way out of the ordinary from my experience.
Maybe you would get better opinions with some details.
Edit: I may have incorrectly assumed they were subordinates.

If they are part of the review board its perfectly legal.