I'd be shocked if there weren't polar bears... though they were called snow bears in Bloodmoon.
Really? Sadly I've only played Oblivion. I know there's artwork of a bear eating a wooly mammoth but it was a Brown Bear. But at least there's bears.
I think it'd be really neat if the predatory animals (including dragons) would hunt the prey animals; ie Wooly Mamoth, deer, elk, etc.