I'm currently reading Adrienne Mayor's fascinating book The First Fossil Hunters. The first chapter makes a convincing case showing that the roots of the mythical griffin lie in the Gobi desert. Frequent, deadly sandstorms expose white bones from the red earth, and many of those bones belong to lion-sized animals with four legs and a nasty beak.
Today, we call those animals Protoceratops and Psittacosaurus. Ancient Gobi nomads called them griffins and told tales of them to their Greek trading partners. Apart from the wings (which were apparently later added by Greek artists), the nomads made a surprisingly accurate reconstruction of an extinct animal. Arguably more accurate than the first attempts of Western scientists.