Actually, WIndged Twilights from Morrowind are more accurate, and they can fly too! Sorry for the (very) late reply, but there were actual harpies in a TES game. Specifically Daggerfall, which took place in High Rock, which borders Skryrim. (& yes, there were Centaurs & Naga as well, although the Naga were called Lamia) http://www.uesp.net/wiki/Daggerfall:Bestiary