Feathers are items obtained by killing Birds. There are three feather types; Jet Feather, Crimson Feather, and Azure Feather. They can be obtained by killing birds by weapons or by "Murdering" them in the inventory after capturing them alive. Each bird has a 50% chance to drop its feather, excluding Pengulls, which have only a 20% chance of dropping theirs.
In the Reign of Giants DLC, all 3 feather types can be found by destroying Tumbleweeds or as a "gift" from a Catcoon. Tumbleweeds have a mere 0.33% chance of dropping up to 3 Feathers. The DLC also introduces Buzzards, which have a 33% chance of dropping a Jet Feather when killed. In the DLC Feathers can also be used as fuel, providing about 15 seconds of fire in a Fire Pit.
In the Shipwrecked DLC, all 3 feather types can be found by diggingSandy Piles with a 1% chance. The DLC also replaces the birds from the base game with different ones of the same color, red Parrots, black Toucans and white Seagulls. The DLC also introduces Parrot Pirate, which drops a Crimson Feather when killed. In the DLC, Eyeshots can be used to capture birds alive.
A New Reign adds a new type of feather, the Saffron Feather, which is dropped by killing Canaries (5% chance) and used to craft Electric Darts. Another way to obtain Saffron Feathers is to bring Canaries to the Caves. The Canaries will be poisoned after spending some time in a Birdcage in the Caves. After they are poisoned, they will drop five or six Saffron Feathers if they are set free in the overworld.
Before the Strange New Powers update, Crimson Feathers were called Redbird Feathers, Jet Feathers were called Crow Feathers, and Azure Feathers were called Snowbird Feathers. This has been changed thanks to the addition of Pengulls since they also drop Jet Feathers.