Small self-cleaving ribozymes are a group of natural RNAs that are capable of catalyzing their own and sequence-specific endonucleolytic cleavage. One of the most studied members is the hammerhead ribozyme (HHR), a catalytic RNA originally discovered in subviral plant pathogens but recently shown to reside in a myriad of genomes along the tree of life. In eukaryotes, most of the genomic HHRs seem to be related to short interspersed retroelements, with the main exception of a group of strikingly conserved ribozymes found in the genomes of all amniotes (reptiles, birds and mammals). These amniota HHRs occur in the introns of a few specific genes, and clearly point to a preserved biological role during pre-mRNA biosynthesis. More specifically, bioinformatic analysis suggests that these intronic ribozymes could offer a new form of splicing regulation of the mRNA of higher vertebrates. We review here the latest advances in the discovery and biological characterization of intronic HHRs of vertebrates, including new conserved examples in the genomes of the primitive turtle and coelacanth fish.