Get dragon bones and scales without killing dragons

Trevor G is correct, they are used for creating Dragonplate and Dragonscale armor, as well as Dragonbone weapons.

To craft the entire Dragonscale set, you'll need 10 dragon scales. If you want the Dragonscale shield as well, that's another 4 dragon scales. You'll need an additional dragon scale for each of your Dragonscale armor pieces in order to improve them.

To craft the Dragonplate set, you'll need 12 dragon scales and 5 dragon bones. The Dragonplate shield is another 3 dragon scales and 1 dragon bone. Dragonplate Armor and Shields both need a dragon bone in order improve them while Dragonplate Helmets, Gauntlets and Boots need dragon scales.

Additionally, as of the Dawnguard DLC, they can also be used to craft weapons as well. These are largely forged from Dragon bones, leather, and Ebony ingots.

If you can't find one try entering coc qasmoke in the console, and look in the standard equipment. If it exists, it will be in there, if not, you're out of luck. Remember, you don't have to take anything, just see if it exists or not. Warning: Don't open the enchanted armour/weapons cabinet, as it may crash or lag your game.