Hello.
The typical Cerrado/Pantanal mix (Brazilian tapir, capybara, giant anteater, greater rhea, grey brocket deer) is somewhat common across Brazilian zoos. Of course, a species or two might be missing, but seeing two of the four species together is almost guaranteed at any zoo you visit.
My local zoo is home to a Cerrado-themed enclosure, where one can (or at least could) see capybaras, giant anteaters, greater rheas and grey brocket deer sharing the same space. Former denizens of this exhibit included Brazilian tapir, collared peccary (could still be there) and lowland paca. Many wild birds, like muscovy ducks, frequently bathe in the enclosure's pool.
São Paulo has giant anteater mixed with grey brocket deer. Pomerode houses its anteater(s) with greater rheas, whereas Sapucaia do Sul is home to a huge enclosure where anteaters are mixed with capybaras, red brocket deer and greater rheas.
Dallas World Aquarium is (or was) home to a diverse species-mixed exhibit containing giant anteaters, red-backed bearded sakis and a three South American birds (black-necked aracari, Montezuma oropendola and Northern helmeted curassow). Ergo, it seems giant anteaters can even be housed alongside smaller primates. I wouldn't recommend mixing them with capuchins, though.
Also available in Madrid (minus Brocket Deer obviously).