Here are a couple more rare species found in the U.S. I think most rare bird species have already been listed, so I'll just stick with mammals for now.
. Fanaloka - Nashville
. Sulawesi Crested Macaque - Memphis, Omaha (Plus a handful of private collections)
. Pileated Gibbon - Gladys Porter Zoo (plus two private collections)
. Agile Gibbon - Omaha
. Angolan Talapoin - Audubon (possibly deceased)
. Stuhlmann's Blue Monkey - Omaha, Kansas City (Plus at least two non-AZA zoos)
. Crab-Eating Macaque - Indianapolis (plus several non-AZA zoos)
. Guinea Baboon - Indianapolis, Kansas City
. Red-Capped Mangabey: Binder Park, Denver Kansas City, Los Angeles, Philidelphia(?)
. Javan Langur - Bronx (Plus at least two non-AZA zoos)
. Spectacled Langur - Dallas, Saint Louis (Plus one non-AZA zoo)
. Crested Capuchin: Los Angeles, Palm Beach (Plus on non-AZA zoo)
. Western Bay Duiker - Zoo Miami, Zoo Tampa (Plus one other non-AZA zoo)
. Red Slender Loris - Memphis
. Eurasian Wild Boar: Minnesota Zoo(?)
. African Wild Cat - Omaha