Giants

Giants are a non-human race considered to be legendary by the inhabitants of the Seven Kingdoms south of the Wall. However, for many years wildlings have claimed that they actually exist in the furthest north. This is in contrast with both the Children of the Forest and the White Walkers, which even the Wildings claim to have not seen in thousands of years.

Season 1
Osha asks Bran Stark if the unusually tall Hodor has some giant's blood in him after seeing him naked. Osha insists that Giants actually do exist north of the Wall.

Season 2
Maester Luwin tells Bran Stark that many people think that magical creatures like the Giants never existed at all. Luwin tells Bran that he thinks they may have once existed in ancient times, but that they have long since gone extinct: "the dragons are gone, the Giants are dead, and the Children of the Forest forgotten".