There are many players who claim to have logged thousands of hours playing Skyrim and still haven’t seen them. Most of the players that have reported finding them have done so by accident. A reddit user made a nice list featuring some of the more elusive ones.
The Ebony Warrior is an almost unknown miniboss in Skyrim due to the effort required to encounter him. Once the Dragonborn hits level 80 the ebony warrior will seek him out and start the quest “The Ebony Warrior.” The central goal of the quest is to defeat him and he is regarded by some to be the most difficult boss in the entire game due to his powerful spells, resilient armor, and damaging weapons. You can loot his armor and weapons, but beware he can use unrelenting force and disarm shouts.
Zahkriisos is a dragon priest and one of the hardest fights in the entire game due to an almost infinite amount of master level spells. He is electrically based, and specializes in blasting you with lightning storms, and he does so relentlessly. He has ebony flesh which minimizes the damage you can do.
Karstaag is a Dragonborn miniboss that can be summoned by placing his skull on his throne in Castle Karstaag, but you first have to get the skull from another location. He is an ancient frost giant and uses all the same attacks as them, however he also has a frost cloak ability that covers a large radius and inflicts all the damage and conditions of frost. He drops five filled grand soul gems that are useful for enchanters and anyone with special weapons.
Vulturyol is the best known dragon in Blackreach. It can be summoned by using the Unrelenting Force. Shout at the “giant lamp thing” that is above your head and he doesn’t really have any interesting loot. If you hide from him or don’t engage him in combat he will kill everything else in Blackreach for you, but bare in mind he can’t be summoned more than once in a play-through.
I found Vulthuryrol completely by accident. It was only a couple weeks after Skyrim had come out and he wasn’t well known at that point. I was fighting a bunch of the Falmer in the center of Blackreach, Unrelenting Shouted one of them off the upper platform and hit that globe with the shout too. Suddenly there’s a dragon around!
The Reaper is a Dawnguard (DLC) exclusive, in the soul cairn you can find reaper gem fragments which can summon The Reaper. You have to find 3 of them but there are more than 3, you then need to place all 3 of the fragments on his altar and you can fight him and a few bonemen. He is referenced throughout the soul cairn as NPCs can be heard saying “Shh, he’s watching us.”, he also drops a daedra heart.