Arandor
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Peasant
Goblin (in Heroes 4, Goblin Knight)
Centaur
Fairy
Archer (in Heroes 4 and 5, partially, Crossbowman)
Orc
Gargoyle
Dwarf
Griffin
Elf
Swordsman (in Heroes 4, Crusaders)
Minotaur
Ghost
Rider (in Heroes 4, Champions)
Hydra
Unicorn
Cyclops
Dragon (Black Dragon)
Phoenix
Djinn
This is a complete list of creatures that appeared in the first five Heroes games.
Here, consider who might be gender-swapped, if, of course, it refers to a veteran unit and not some new unit from Heroes 5.
P.S. It's a pity that there are no Bandits/Robbers in Heroes 5.
Be strong. Believe