There are over 300 pigeon/dove species, and nearly all of these are wild and have never been domesticated. However, when people say "pigeon" without specifying

There are over 300 pigeon/dove species, and nearly all of these are wild and have never been domesticated. However, when people say "pigeon" without specifying a particular species, they are almost always referring to feral rock doves (Columba livia domestica) commonly found in urban environments all over the world.