There is a small, round, black "organ" under chicken thighs, and some people like to eat it. Identifying this seems to be quite the lingering Internet mystery.
They are there on prepared fried chicken--specifically Popeye's, but I'm sure it's there on any prepared bone-in chicken thigh. I've read various claims that it's the "oyster", liver, kidney, or a blood vessel. By "under" the thigh, I mean that it's found on the bony side opposite the meat.
See these pages: 1, 2, 3. There are tons more if you search.
Photos follow: Chicken thigh with gizzard thing exposed, then removed, then cross section.