The Allies were using pigeons as late as World War II, actually. They were often the only method of communication available, either because of enemy interference or due to the radio silence that was necessary on secret missions. Paratroopers in the invasion of Normandy carried pigeons with them to send messages back where radio communications were impossible.
Many pigeons did succumb to gunfire. The Germans also used to train Peregrine falcons to take out the pigeons. There was one pigeon that became quite famous because of his ability to dodge the falcons and get the messages through. There was even a medal (the Dickin Medal) given to exceptional combat messenger pigeons. The British ultimately countered with their own falcon anti-pigeon force. Soon, both sides found out that falcons didn't much mind which side a particular pigeon worked for, so they eventually abandoned the falcon idea.
