Maybe not anymore, but a recent discovery would suggest that they probably did. What appear to be the mummified remains of a fairy have been discovered in the Derbyshire countryside.
The 8 inch remains complete with wings; skin, teeth and flowing red hair have been examined by anthropologists and forensic experts who can confirm that the body is genuine. X-rays of the 'fairy' reveal an anatomically identical skeleton to that of a child. The bones however, are hollow like those of a bird making them particularly light. The puzzling presence of a navel even suggests that the beings reproduce the same as humans despite the absense of reproductive organs.
The remains were discovered by a local man, who wishes to remain anonymous, while walking his dog along an old Roman road situated between the villages of Duffield and Belper.