Well, not really, but mounted goblin archers.
I just got my second siege after i easily dispatched the first one consisting of only one squad of swordgoblins. The new siege had one speargoblin squad, one crossbowgoblin squad and one troll squad. Also all goblins were mounted on Elk Birds. I managed to trap the entire siege in my long trading tunnel (the fortress lies beneath the first cavern level). The crossbowgoblins were standing close to the raised exit bridge while the rest of the siege was still on the far end of the tunnel. So i stationed my 9 now experienced and well equipped (all steel and with axes) battle maidens right behind the bridge and lowered it. In true dwarven fashion my battle maidens charged the enemy with their dwarven battle babies raised as shields.
What a disaster. I was prepared to be greeted with a hail of bolts but i wasn't prepared for their mongolian Elk Bird back archery! My dorfs couldn't reach the goblins because the Elk Birds were keeping their distance while the goblins were free to pepper my maidens with their crossbow bolts. I could only kill 2 or 3 goblins who lost their mounts to cage traps. My soldiers were majorly injured and i ordered the retreat. 3 dorfs fell unconscious in the tunnel and were lost along with one baby. The rest barely made it out. One battle maiden fell unconscious right next to the lowered exit bridge of the tunnel, luckily on the right side. I closed the tunnel again and now i have a hospital full of injured dorfs and also my tunnel full of invaders and 3 dead dorfs. Only 2 soldiers are uninjured, 4 in the hospital and 3 dead. At least my medical staff gets something to do now. My entire military is female with a lot of babies, this happened randomly but now it's probably a very bad thing.
So how do you deal with mounted archers? I don't want to rely too much on traps, so I probably need to build up a marksdorf squad now. At least this shows that ranged combat can still be very deadly.