Reminds me of Gary Larson's "Tofu antelopes"cartoon...
Or Futurama's Tofu Lion belonging to Waterfall Jr..?
I actually agree with you Sun that there are very few animals which should not be kept in captivity...
IMO it is a lack of resources/facilities (size wise) and husbandry techniques which causes some people to "black list" certain species...
Cetaceans can do well at some Aquariums where they are kept in large, naturalistic tanks (Beluga's come to mind)...
6 - 7 decades ago it was thought keeping a Gorilla alive for more than a few years was a miracle, but improvements like glass in between animals and patrons, stopping public feeding and spitting into enclosures, as well as improvements in food provided and enclosure design etc. have changed this...
@Xerces, I don't think I've ever seen an apes group look "happy" (for lack of a better term) in captivity (in my limited travels) but this does not mean they should not be kept and I can assure you with their plight in the wild and their popularity among zoo goers, they are not going anywhere..!
Similarly bears zoo plight has improved markedly in the last few decades, users here can point to zoos where the bears do very well (Seattle, San Fran have good exhibits) and many, many more where they don't...
As for Elephants I think money has a lot to do with why lots of zoo are eliminating them from their collections (imagine the cost of feeding a herd 100's of kg of hay each a day) because it is expected to keep them in a herd these days and that is usually after spending millions (or 10's of millions of dollars, see LA Zoo's 40 million dollar new Elephant exhibit) bringing their enclosures up to standard...
In fact money I think has to do with a lot of the types of animals Xerces mentioned, a satisfactory standard of husbandry is known but getting the money to build these multi-million dollar exhibits takes time and most Western Zoo's that are planning on keeping them will be making this financial committment over the next 2+ decades...
Some species that haven't been mentioned that are keep in captivity and don't do well such as South American Bush Dogs, even Moose (I'm sure others users can name more) but does that mean we should keep them..? IMO no because all it will take is enterprising zoo staffer to figure out what it is they need. It could something as simple a certain vitamin in their diet, a type of substrate in their enclosure, etc...
Just some thoughts...