Several years ago (as detailed on ZooChat), someone broke in at night and cut a fence and stole an ocelot from Le Parc Des Felins. As far as I know they were never caught and the ocelot was never found.
Perhaps twenty years ago or so, a cockatoo was stolen during zoo hours from an open exhibit at Reid Park Zoo. The perpetrator sold it to someone and when the bird got sick the new owner happened to take it to the same veterinarian that served the zoo. The bird said its own name which the vet recognized, so then he scanned the microchip and confirmed it was the same bird. It was safely returned to the zoo (though I am not sure if the person who stole it originally was ever revealed or punished).