Arrow Gram

"Message for you, sir!"

—Concorde, Lancelot's servant, on the receiving end, Monty Python and the Holy Grail

You're on one side of a medieval or fantasy battle or castle siege, and you want to deliver a message to someone on the opposing side. How to do it? Write your note on a scrap of paper, tie it to an arrow shaft, and have a friendly archer send it on its way. Bonus points if you hit an enemy mook on the receiving end.

If the note is wrapped around a brick or rock instead, and then tossed through a convenient window, it's Window Pain.

Examples of Arrow Gram include:

Anime and Manga

Episode 14 of the Little Lulu anime, but with a toy arrow.
Ranma ½: In one of the earliest episodes, Kuno delivers a message to the Tendo compound tied to an arrow which comes out of a Twinkle in The Sky. Another episode has Ranma deliver a note to Tsubasa in this manner to ask him on a date, unaware that Tsubasa was a boy! And, in the Waterproof Soap episode, Shampoo also sends a forged letter from "Akane" to Ryoga in the same fashion.

Comic Books

Used in Lucky Luke stories featuring Indians; one time the sheriff finds out when he takes the arrow in the rear.
In Big Fat Kill from Sin City, Miho delivers a note to Manute and his crew this way.

Film

Monty Python and the Holy Grail - Concorde receives a note for Lancelot.

"Message for you, sir!" *thud*

Sin City: Pulling directly from the comic, Miho delivers Dwight's note to Manute.
In Small Soldiers, the Commando Elite send Alan and the Gorgonites an arrow with a video tape of Christy telling Alan to surrender the Gorgonites or else the Commando Elite will kill her.
Used in the second Asterix movie to get a message to the architect on a construction site.

Literature

The Forest of Hands and Teeth has two sets of characters living in treehouses for a brief period of time, unable to go to the ground or hear each other over the din of the zombies. The only means of communication is by arrow and letter (and given one of the communicating character's poor aim, this isn't so easy).
At the beginning of the Lord Darcy novel A Study in Sorcery by Michael Kurland, a company of English soldiers are escorting a group of Native Americans through the lands of another tribe with whom they have a bad history. The chief of the local tribe sends a message arrow into the tent of the head soldier, warning him that they plan to attack and giving him a chance to withdraw his men. (History being somewhat different in this series, the messages is written in formal English on mass-produced notepaper with a printed letterhead.)
Terry Pratchett's Discworld novel Making Money. Moist von Lipwig receives a message by black arrow with impeccable italic enamelling in white down the side: The Guild of Assassins. Where style counts.
In Ivanhoe, Robin Hood's merry men use a relay of bowmen to transfer messages.

Live-Action TV

Kung Fu: "Besieged Part Two: Cannon at the Gate." The Mole communicates with the besiegers via flaming arrow - the flame is so they can see where the arrow is headed and go pick it up after it lands.
A 1950s episode of The Adventures of Robin Hood in which Robin (Richard Greene) sends a message via a flaming arrow. When someone asks, in lieu of the audience, if the message won't get burned up too, he replies that it'll slide to the back of the shaft in flight.
The Count does this in Young Dracula, tying a note proclaiming a blood fued to a flaming arrow and shooting it at the Branaghs. However, the burn damage the note sustains causes half the message to be unreadable and Graham Branagh thinks it's a note asking him to examine Dracula's drains. Hilarity Ensues.

Tabletop Games

Sidereals in Exalted have a charm that lets them explicitly shoot messages (among other things).

Video Games

Called "Arrowgram" in Onimusha: Dawn of Dreams. Specifically, Munenori shot 500 of these messages to mount Hiei (where Soki was resting after being defeated by Hideyoshi). Trope Namer
In Shinobido you receive your mail with arrows at the end of each "day"/Mission.
Kingdom of Loathing shares Trope Namer credit, with an arrow item that can be used to send notes to other players.

Web Comics

Gunnerkrigg Court sees Steadman delivers a note for Jeanne in this strip.
In Adventurers!, Gildward sends Karashi a note this way.

Web Original

This happens twice with a flaming arrow in the Sentai parody "Rolling Bomber Special".
Happens at the end of the Homestar Runner animation "A Folky Tale."
Things Mr. Welch Is No Longer Allowed to Do In An RPG for some reason include

1320. There is no such thing as a Ballista-o-Gram.

Western Animation

An episode of George of the Jungle sees George receive an arrow with a note, saying (after a list of demands) "...this is your last warning." George says he never even got a first warning. George receives a second arrow: "Correction: this is your first warning."
The Looney Tunes short "The Scarlet Pumpernickel" has this as part of the swashbuckler film Daffy Duck pitches to J.L Warner.
In Teenage Mutant Ninja Turtles 2003, Leonardo gets an invitation from Oroku Saki this way.

"It's not your regular mail, I guess Mikey would call it 'Air Mail'".

Real Life

During World War II, a modern version was sometimes used on the Eastern Front by the Red Army: when radio communication wasn't available or forbidden because of stealth, dud MLRS missiles were used to deliver mail.
According to this video, during Ambiorix's revolt, a Roman soldier serving under Quintus Tullius Cicero found a spear with a message attached to it.