Gargoyle

Gargoyles are a species of large creatures who live on Earth. They are quadrupedal and have horns, clawed feet, sharp teeth, beaks, and bat-like wings which are capable of transporting them great distances with quick speed. They can also traverse the vacuum of space without any sort of protection. Some are kept as pets, and they can grant non-supernatural wishes to whoever they are bound to. The gargoyle Pazuzu is bound to Professor Farnsworth because the Professor put him through college; as a debt of gratitude, he has granted two out of three wishes to the Professor. When granting those wishes, he appeared almost instantaneously when he was needed.

It's not known exactly where gargoyles come from. They are not explicitly identified as either aliens or an Earth-bound species, but Pazuzu and Pazuzu's son are shown to live in France and Pazuzu speaks with a French accent, so it's possible that gargoyles are from Earth.

Trivia

 * When Pazuzu rescued the Professor from the Fountain of Aging, he flies out from under the Planet Express ship. This means that he traveled unprotected through space without suffering any ill-effects, so gargoyles may be able to breathe without oxygen.
 * The physical appearance of gargoyles is similar to the appearance of the from Dungeons & Dragons.
 * In the real world, s are actually grotesque masonry statues carved into roofs to divert rain and water flow away from the sides of buildings. They can be found in many old buildings, and were built to prevent the water from wearing away old mortar.