I have met one in the Far Shore, who was a shinki. In Equestria, they are not common, but they often pass through and can occasionally be found living or resting in more isolated areas suited to them. And we even have a baby dragon as a citizen.

[Celestia is quite happy to let the conversation ramble as it will. She is interested in others, and has no problem with them being interested in her or her history as well.]