Ravens

"Grand Maester Pycelle... send a raven to Casterly Rock."

- Ned Stark

Ravens are a species of large, black-feathered birds native to Westeros.

Messenger-ravens
Ravens are uncommonly intelligent animals and can be trained to serve as messengers. They can fly great distances at speed, and are used by the maesters of Westeros to pass messages between the castles and cities of the Seven Kingdoms. Through complex training methods, the maesters are able to send messages from almost any castle in Westeros to any other. Although most messages brought by ravens are standard and innocuous, they are also linked to ominous tidings, giving rise to the phrase "Dark wings, dark words".

There is also a cleverer but much rarer species of white raven, which the Conclave of the maesters dispatch from their headquarters at the Citadel in Oldtown only when they agree that the season has turned.

Behind the scenes
Live ravens are used in most shots in which the animals appear in cages, though more complex shots of them flying around often need to use CGI ravens. The rare white raven which Pycelle presented to the Small Council in Season 2 had to be brought in all the way from Austria.

In the books
In the A Song of Ice and Fire novels, ravens are depicted as being identical in appearance but somewhat smarter than "real" ravens. They are used essentially the way carrier pigeons were in real-life. Most ravens can only be trained to fly back to a specific castle when they are released. They usually have to be transported back to their point of origin by land. A small handful can learn to travel between two different castles, and these birds are greatly prized. Only very rarely do ravens occur who are so intelligent that they can be trained to fly to the locations of four or even five castles; ravens this intelligent occur only once a century.

The messenger-ravens of Westeros often replicate simple human speech in the manner of parrots. Real-life ravens can actually do this, they just aren't coaxed to do it as frequently as pet parrots are. As opposed to parrots, which have high-pitched voices, real-life ravens have a much deeper vocal range and can thus (if given sufficient training) make surprisingly accurate replications of human speech.

The white ravens used by the maesters of the Citadel are not albinos, but a separate sub-species bred and maintained by the Citadel. This is evidenced by the fact that their eyes are black, not red as in albino animals. White ravens are larger and generally more intelligent than normal ravens, thus why they are bred and used for only the most important messages, particularly notification that the erratic years-long seasons are changing.

King Baelor Targaryen, in one of his pious hallucinations, tried to replace all the messenger ravens with doves, but this was unsuccessful.