Harpy

Harpies are a race of creatures whose appearance is used as the sigil of the nation and culture of Ghiscar. They are apparently mythological, as no living harpies have been reported in centuries.

Harpies are shown as having the face and torso of a woman and the wings of a bird.

Season 2
Harpies are shown prominently in the city of Astapor on Slaver's Bay. A great statue of a harpy can be seen on the walls of the city overlooking the bay.

In the books
In the Song of Ice and Fire novels, the harpy is the ancient sigil of the Ghiscari Empire. On the Ghiscari flag, the harpy is shown clutching a thunderbolt in its talons. Valyria destroyed the Ghiscari Empire and conquered its lands, but after the Doom of Valyria Ghiscari culture reasserted itself. The nation of Ghiscar, expanding from the city of New Ghis, uses the harpy on its flag. The city-states of Slaver's Bay (Astapor, Yunkai and Meereen), although not part of Ghiscar, are Ghiscari in culture and origin and use the harpy as their sigil.