I used to train birds at a Zoo. It is illegal to keep a Common Raven (native to the US) without the proper state and federal permits. There are other non-native species like the white naped raven (remember the glass cleaner commercial?) that are legal to keep in some states without any special permit, but each state has different regulations, so check carefully before acquiring one. NO, the local zoo doesn't want it if you can no longer keep it!
We briefly had a hand-raised common raven that we used for programs. It was quite a bird - nothing like anything else I had ever trained before. Smarter than any parrot, crow, or certainly any raptor! We were never able to develop a completely trusting relationship, and I didn't end up using it for shows. One would need hours each day to devote to a raven if you wanted it to have a properly enriched life in captivity. Or you could keep two so they could keep each other company, which is what we did with our bird - back on exhibit with another raven.
You might think that our US regulations are too strict, but they do a very good job of protecting the birds they were written to protect. We have the pleasure of having owls, hawks, ravens, crows, eagles, falcons because people are no longer allowed to engage in the wonton destruction of these species.
If you just want to get close to a wild bird, you could always train the chickadees to come to your hand for sunflower seeds - many nature centers have done this and it is not illegal as far as i know! Or secure a baby starling and raise it. They make entertaining captives, and they are non-native, so legal to keep. Heck, keep a thousand of them if you like!