Sky castles fly in Sambria in The Brink from the Western Cloudwall to the Eastern Cloudwall. They have semblances(People or monsters created by shaping). Some semblances protect the castles while others have different purposes. There's treasure inside the castles. The Sky Raiders and other groups raid Sky Castles for their items. It is unknown how Sky Castles are formed or why they are formed.
When Cole joins the Sky Raiders as a slave, he becomes a scout. He raids Sky Castles to bring the items to the Sky Raiders. When the legionnaires attack searching for Mira, Cole escapes with Mira, Jace, and Twitch on a Sky Castle. They go through the Eastern Cloudwall and escape the legionnaires.
On Trillian's challenge, Jace, Cole, and Mira appear on a Sky Castle to find Honor.