The only filming locations listed on imdb.com is a filming studio and New York City, meaning either the site is inaccurate or it was filmed in a studio. The wikipedia site for the episode renders nothing, and I would have thought the hardcore friends fans would have added it to the trivia section, if there was anything to tell.
I remember reading once that it was meant to be San Diego Zoo but was actually shot in a different zoo, but whether I'm remembering right or not, I have no idea. I don't think they would have minded spending a fair bit of money on the scene. It was designed to be a ratings grabber episode and probably would have had a nice budget to work with. In the end it recieved 52.9 million viewers.
In the episode where Ross donates Marcel to the zoo, he actually contacts several, hoping to see which of the zoos would take him, and then he would pick the best from the bunch, perhaps explaining why they didn't use a more local zoo.
The scene itself is in Series 2, Episode 12 'The One After The Superbowl - Part One'.
And in answer to your last question, I contacted Blue Reef on my manager's behalf to see if we could rehome her Tiger Oscar, which they declined. I was about to contact Marwell about it before she found the fish a home herself.
