Most flies used in fly fishing incorporate some sort of feathers, but that's usually to imitate an insect or fish. The largest "terrestrial" that I've ever imitated is a mouse (the fly consisted of some other type of non-mouse fur--rabbit and deer). This is typically done at night, and it's a lot of fun.
I know people who have seen fish eat ducklings, and I've seen fish try to grab damselflies out of the branches of trees. But watching a fish grab an entire pigeon off of the shore is pretty cool.
As a note, the vole or mice flies are fantastic for Trout streams, Bass and Pike. Big rainbows or Brown Trout will snap up a mouse fly on the surface - draw it past with a very rapid staccato motion to make waves on the surface.
Then watch their wakes rocket to the fly. Total blast :)
I know people who have seen fish eat ducklings, and I've seen fish try to grab damselflies out of the branches of trees. But watching a fish grab an entire pigeon off of the shore is pretty cool.