As mentioned, all feathers belonging to roughly 1,000+ species of native United States birds are illegal to keep (unless you have a permit) according to the US Migratory Birds Treaty Act. If you find a random feather, it's sort of an unspoken understanding that it's okay to keep it for yourself (the bird police aren't likely to haul you away to bird prison). However, certain feathers that are sacred to US Native Americans are absolutely illegal to own, possess, use or give away to a non-Native. Case in point, it's illegal to own eagle feathers in the US if you are a non-Native.