I play in a World of Darkness game, and I have seen two different powers that allow someone turn into mythic creatures, such as dragons. I have never found stats on a dragon though in any WOD books. Does anyone know if WOD has a published book, that contains stats for a dragon?
The Bygone Bestiary, for Mage: The Crusade, Mage: The Ascension, Changeling: The Dreaming and Vampire: Dark Ages has stats for Dragons and other mythical beasts.
As @BrianS found, Dark Ages: Mage contains stats for several types of Dragons, including some weird ones incarnating the deadly sins.
Your answer is coming. Descriptions of Beast: the Primordial, the nWoD game due in 2015, suggest that it will be trivial to play a dragon in that — the Integrity replacement is Hunger, Lair is the name of your secret space, and your adversaries are Heroes come to hunt you. So, if you can hold out for another year, you'll have all you'll need.
As a stopgap, one of the kiths of the Fairest seeming in Changeling: the Lost is "Draconic." You won't be an enormous lizard, but it's a start.
Oh, and don't forget Mokole (the werereptiles) that can have dragon-like form. Here is unnoficial list of changes and here is the official onefor their Archid form with stats Strength +4, Dexterity –1, Stamina +4, Manipulation –3, Appearance 0 (causes Delirium). To make them dragon-like you'd need: Fire Breath, Dragon Mask and I'd say Multiple Limbs+ Wings. If you want to actually fly you need Hollow Bones otherwise get Huge Size and Armor.
Note: for most shapeshifters (including even Mokole themselves) dragon = Wyrm