If the Dragonborn indulges in their darker side and becomes a Vampire Lord, they will unlock CuSith and Garmr as animal companions.
In the war between Fort Dawnguard and Castle Volkihar, there are a few unique dogs that become available to the Dragonborn as a follower. These death hounds originally reside in the Volkihar castle a place unlocked in the Dawnguard DLC.