The Finch Robot is a product from Birdbrain Technologies.
Finch works by plugging into a computer and loading up a program called Snap! (a varient of Scratch). Then, depending on your skill level, you can drag and drop arrows into the programming interface to make the bird move. Or, if you are an advance technie, use more of the advance commands and add situational environmental variables to make the bird interact when it sees light, objects, etc.