I rather think we have discussed the Regent's Park Barbary Sheep on here already.
Of course some species can cope with high levelsd of inbreeding, and some are exceedingly inbred such as Pere David's Deer, but this does not mean we should not worry about it. Inbreeding results in a loss of genetic diversity and a general loss of fitness. This is basic genetics which animal breeders need to follow, when they can.