It is also illegal. Wild birds are protected by most state laws, and you can be charged or fined for keeping a wild bird in captivity. However, many people have had great experiences raising orphaned birds, or befriending an injured bird and nursing it back to health.
Some people go on to rehabilitate and release the bird.
Before you decide you want a crow or raven as a pet, please ask yourself why you want one. If you've thought a lot about it, and are still interested in caring for a corvid, there are a few things I'd suggest. The first is talking to a bird rehabilitation society. Wildlife sanctuaries, raptor shelters, and many aviaries will take in injured and orphaned birds, and are almost always willing to share their knowledge and expertise. If people bring injured crows or orphaned ravens to the shelter, you'll get first hand experience in caring for them, without the responsibility of being the sole caregiver.