A Game of Thrones
A group of Stone Crows led by Shagga encounter Tyrion Lannister and Bronn in the Mountains of the Moon after they leave the Eyrie. They threaten to kill Tyrion and Bronn, but Tyrion manages to win them over by promising them weapons, armor, and glory, in return for their help. Gunthor stays behind to raise the other clans when the Stone Crows accompany Tyrion.
They fight in the battle on the Green Fork under Tyrion.
A Clash of Kings
The group continues with Tyrion to King's Landing and takes part in the city's defense during the Battle of the Blackwater, where Tyrion sends them into the kingswood to harass and harry Stannis Baratheon's army as it approaches the city. They are so effective at killing Stannis's scouts and outriders that he remains blind to the Lannister and Tyrell force that comes upon him from the kingswood.
A Storm of Swords
After the Blackwater, Shagga and his clansmen remain in the kingswood.