The Fury is the flagship of Stannis Baratheon. Its name is a reference to the words of House Baratheon, "Ours is the Fury".
The Fury took part in the Battle of the Blackwater, with Stannis as its captain and Ser Imry Florent as the King's first mate.
See also
- The Fury at A Wiki of Ice and Fire (MAJOR spoilers from the books)