According to the Marvel Movies Wikia, they are actually called Leviathans and they're described as extraterrestrial animal-slaves. (which might be a good name for a punk band)
Leviathans are extraterrestrial animal-slaves and warships for the Chitauri. Not much about them is known, only that they are cybernetically-enhanced beasts which aid the Chitauri during their attempted invasion of Earth. They exist in the Marvel Cinematic Universe and first appeared in The Avengers.
They are a completely original creation for the movie, so they won't appear in any other canon:
The Leviathans are completely original creations by Zak Penn and Joss Whedon and did not appear with the Chitauri in Mark Millar's The Ultimates.
According to the Marvel Wikia page, they were an original creation by Phil Saunders, here a some of his early sketches:
And this is completely off-topic, but you should spend a few minutes looking through this guys site, it's pretty impressive.