The harpy (also called a harpyiai) were wind spirits, known to steal food from Phineus (or Phineas), and are also part woman and part bird. King Phineus had the gift of prophecy, but the god, Zeus, became angry with Phineus for revealing too much information, so he was punished by being placed on an island with a buffet of food set out for him. But before Phineus could eat anything, the harpies would swoop down and take the food from him, therefore Phineus couldn't eat anything from the wonderful buffet.
Harpy, in greek, means "to snatch". A harpy was known as the mother of Zephyrus (the west wind), sister of Iris, and daughter of Typhon and Echidna. Harpies are known to live on an island off the coast of Greece called Strophades. Is some myths, though, they didn't have a place where they lived.