For insects, as well as the most famous Madagascar Hissing Cockroach, Gromphadorhina (of which there are at least 4 species around), there are also various Elliptorhina species and probably other genera. For phasmids, there are various Achrioptera species (if you get a chance to see one, male A.fallax especially are spectacular), and I have also seen Paractatosma hystrix. I believe some of the snails and millipedes have been exported, but I doubt there are many if any established breeding colonies of those.