They're not entirely all that protected...
This is from
http://www.ca.uky.edu/agc/pubs/for/for13/for13.htmFederal Agency Regulations
The U.S. Fish and Wildlife Service is responsible for enforcing the Endangered Species Act of 1973 (as amended), the Fish and Wildlife Act of 1956 (as amended) and the Migratory Bird Treaty Act of 1918 (as amended). Because of these laws, it is illegal to kill, destroy or harm any endangered or threatened wildlife species or any migratory bird except the feral pigeon, European staffing and English sparrow.
A federal permit must be obtained before any federally protected migratory species may be taken, possessed or transported. This includes whole birds, any bird part, eggs or nest. This permit is not required only when the following conditions are present under the provisions of the Migratory Bird Treaty Act:
"Yellow-headed, bi-colored and tri-colored, red-winged, rusty and Brewer's blackbirds, cowbirds, all grackles, crows and magpies when committing or about to commit depredation upon ornamental or shade trees, agricultural crops, livestock or wildlife, or when concentrated in such numbers and manner as to constitute a health hazard or other nuisance."
Federal permit application form requests and a $25.00 processing fee should be made to:
U.S. Fish and Wildlife Service
Law Enforcement Permit Office
P.O. Box 4839
Atlanta, GA 30302
Telephone (404) 331-3555
State Regulations