I'm halfway through the first half of A Storm of Swords, and so far appearances or references to every animal/symbol of every house sigil have been made, with exception to the lion of Lannister.
I mean, we've seen direwolves (Stark), stags (Baratheon), bears (Mormont), dragons (Targaryen), trouts (Tully) and eagles (although Arryn's sigil is a falcon, it is close enough and most likely exists). We know that there are sigils such as the Frey's Twins or the Martell's Sun and Spear (Sunspear) that are a reference to their "keep's" name or location. Furthermore, in page 108 of ASOS's first part, Jorah Mormont tells Daenerys that "(...)dragons(...) grew so huge that they could pluck giant krakens from the seas.", making reference to the Greyjoy's sigil animal, in a way that is not metaphorical. The Tyrell's sigil is a flower, which is explained by their natural lands, fertile and flowery. Similar to the case of House Arryn's sigil is House Florent's (we've seen wolves but not foxes, but they most likely exist in Westeros South, since their geographical and climacteric conditions will allow so).
This means that, excluding the lion of Lannister, every house sigil (that I am aware of so far) as been referenced in conditions other than metaphors (like the lion defeating the wolf, referring to this or that battle between Lannister and Stark, etc.), and/or can have its meaning traced back to its House's geographical location.
As far as I have read, no lion other than a metaphorical one (used in confrontations with other houses, reflecting the characteristics (fierce, beautiful, etc.) of some Lannister House member, etc.) or the one present in the Lannister House sigil has been spotted or referenced in the books. Judging from the geographical and climacteric conditions in Westeros, I'd say that lions are bound to be indigenous to some location further South (or perhaps they come from Essos). This begs the question: Do lions exists in Westeros or in the ASOIAF's world? If so, WHY is it the House Lannister's sigil? Shouldn't they have picked some animal natural to their geographical region or something like that?
If this question is simply something that is answered by reading the rest of the series just tell me so, and sorry for the long question.