According to Valyrian legend, the hellhorns brought death and destruction down on all those who heard their sound.
A Feast for Crows
Euron Greyjoy brings to the kingsmoot what he claims to be a dragon horn he found amongst the smoking ruins of Valyria. The horn's noise silences all and ends the possible fight between the supporters of Victarion and Asha Greyjoy.
A Dance with Dragons
Euron gives his brother Victarion the dragon horn when he sends the Lord Captain of the Iron Fleet to Meereen to bring Daenerys Targaryen back to him. Moqorro tells Victarion that the dragon horn is called Dragonbinder.
Wandering the Dothraki sea, Daenerys recalls that the dragonlords of Valyria had controlled their mounts with binding spells and sorcerous horns. With Drogon she has to make do with a word and a whip.