No direct experience but I am aware of two ghost stories attached to Marwell Hall, at the centre of Marwell Zoo.
One is the classic, 'Bride hiding in the clothes chest, can't escape, suffocates' that is told about many UK manor houses.
The other is that one of Henry VIII's wives (I believe it is Anne Boleyn) haunts a tree-lined area at the rear of the hall-I have a feeling one of his other wives had a family connection to Marwell.
No animal ghosts though!
I have a feeling there may be a story about a ghostly lion from the days of the old Tower of London menagerie.
Fictionally there was an episode of Nigel Kneale's TV series 'Beasts' about a dolphin haunting an aquarium!