Allan,
Did your bird look anything like this one?
If so, a wildlife biologist friend told me it's what's known as a smoke gray mutant. It's mostly seen in hens. The second photo shows her feathers edged in black.
To answer your question, yes, birds can carry the albino gene. My grandfater shot a white crow in Canada in the late 40's or early 50's (not albino because no pink eyes). I have photos of a mostly white kingbird and a canada goose with a white body, but a black neck and head. I have also seen mostly white starlings and grackles.