Let's see... Frostbite Spiders. Falmer. Chaurus. Giants. Sabre Cats. Mammoths. Skeevers. Horkers. Elks.
Those come to mind.
Although the creatures don't stop at the political borders of Skyrim. In neighboring regions with a comparable climate (Northern Solstheim, Velothi Mountains, Jerall Mountains, maybe the Western Reach and the Hammerfell area around Dragonstar), some of those critters may be common, too.
I've only seen a map that categorized where monsters was where Falmer hives were located (They were mostly centered in around the Pale and Winterhold), but beyond that, I don't think there's any maps that actually detail what you can find.
http://www.uesp.net/wiki/Skyrim:The_Wispmother only seem to be talked about in the northern portions of Skyrim (Though they're rather sporadic). I figure Frostbite Spiders would probably be uncommon outside of Skyrim and areas surrounding it. The Frost Trolls obviously would probably only be found in the northern reaches of Skyrim as well, but the species as a whole seem to be able to adapt to most climates. Frost Giants are probably only native to the area as well, but they're pretty damn rare as it stands. Same can be said for the Grahl.
@Spacemarine: Giants if I recall also make their home in High Rock. Probably have a different way of life then their cousins in Skyrim, but they could be found in the Illiac region.
well, horkers were once all over Solstheim, not just the northern areas.
I have a headcanon that tribes of Frost Atronachs dwell in the coldest and most remote regions of Skyrim.
Storm Atronach tribes, although rarer, dwell in the rainier parts of Skyrim such as Falkreath and Whiterun due to higher incidence of lightning during rainstorms.
Oh, and Ice Wraiths.
And Snow Whales. Don't you forget the Snow Whales!
It was a sin for Bethesda to not at least mention them.