I definitely remember hearing about those on the Mayan tablets... or maybe not.
From the website:
The harpies of Apocalypse are normally used as spies by Cael Lord of Apocalypse. Its origin is uncertain but it is said that they are the result of children abducted from their caddle and tormented for years becoming these winged horrors.
In battle harpies of Apocalypse are the perfect troop to harass the enemy from above stealing their banners or to attack the crews of war machines.