I just find it odd that these fantastical creatures exist in all cultures. Dragons come from a lot of different nationalities, and share similar traits, if not appearances. There are two kinds of Unicorn, several types of gryphon...it makes me wonder if they actually did exist at one point, but were hunted to extinction.
Why there is no record of it, I'm not entirely sure. But, it's just my theory.
I did enjoy watching this documentary on the History Channel (I think..) about a fictional 'find', where some scientists discovered the frozen remains of a dragon. They went on in detail on how it would be possible for these creatures to exist, evolve, and what might have happened to them to lead up to their extinction. It was really quite fascinating.