Dragons

At one time, multiple dragons existed, and according to lore they could be of different types. They were hunted by members of other arguably intelligent races. In more modern times, Dragons are nearly extinct. One Dragon called Angst has been known to  be sheltered on the grounds of The Palace Shade.

Unicorns

Unicorns exist. They were once in greater number and variety. They are said in by Asbeelian Nephillim spawn to be natural enemies of Vampyres, however, witnesses have seen at least one small unicorn act companionably with the Vampyre Julien Dangerous. Contemporary witnesses also describe that unicorn as insane. 

Cetaceans

In some future timelines, Dolphins may be known to interact with Darkling in the Havens of Los Angeles and/or Karachi.