From A Wiki of Ice and Fire
The Fury is a triple-decked war galley of three hundred oars. It is owned by Stannis I. It is the flagship of Stannis' fleet. Above her oars is a deck covered completely with scorpions. Topside she has catapults mounted fore and aft. She is formidable and swift. Her sails are golden with the crowned stag of House Baratheon painted on them. The Fury was destroyed by wildfire during the Battle of the Blackwater.
Stannis commanded the assault on Dragonstone from the decks of the Fury during Robert's Rebellion. Presumably he also made Fury his flagship for the Battle of Fair Isle in the Greyjoy Rebellion, where the ship sank the one captained by Aeron Greyjoy. 
- Maric Seaworth, oarmaster. Lost with the ship in the Battle of the Blackwater.
A Clash of Kings
During the Battle of the Blackwater, Ser Imry Florent commanded Stannis's fleet from the Fury. It engaged the Godsgrace during the battle. It was engulfed and destroyed by wildfire after the explosion of the Swordfish.