Red worm lizard is kept at a few zoos in South America and at Oklahoma City Zoo (not completely sure they still have it, but they did until quite recently at least). The only record I could find for this species in a European zoo, via zootierliste, was London Zoo more than 100 years ago.
I have seen wild greater anis on zoo grounds in South America (it's quite a common species in some parts of South America), but I guess that doesn't really count. I have never seen one in captivity and have been unable to find records that confirm it in zoos, but it would be remarkable if no one had kept it, especially in its native range where zoos often are stocked with local species.