From A Wiki of Ice and Fire
The harpy is a legendary female monster which has a woman's torso, the wings of a bat instead of arms, the legs of an eagle, and a scorpion's curled and venomous tail.
The harpy of symbol
The harpy is the symbol of the Old Ghiscari Empire and is as synonymous with the Ghiscari as the dragon is with the Valyrians. The harpy symbol still endures in Slaver's Bay. Many plazas in the cities of Slaver's Bay are dominated by huge bronze harpy statues.
- The harpy of Old Ghis - in the claws of the Ghiscari harpy rests a thunderbolt. 
- The harpy of Yunkai - her talons grasp a whip and an iron collar and has chains dangling in its claws.
- The harpy of Astapor - a heavy chain dangling from her talons, an open manacle at either end.
- The harpy of Meereen
A Storm of Swords
Outside of Meereen Daenerys Targaryen observes a towering bronze harpy at the top of the Great Pyramid. When he sees it Dany's sellsword Daario Naharis declares that the harpy is a craven thing.  After the city is conquered Daenerys has the harpy torn down.
A Dance with Dragons
During one of Daenerys's audiences in the Great Pyramid a sculptor comes, he proposes to replace the head of the great bronze harpy in the Plaza of Purification with one cast in Dany's image. Dany denies him with as much courtesy as she can muster.
Drogon takes to basking in the sun at the apex of the Great Pyramid where the harpy of Meereen once stood. When attempting to capture him Dany's men try three times to take him at the apex and three times they fail.
|“||“We are the sons of the harpy."||”|