Yes, it happens to me a lot of times.
For example, now i have a pride of lions behind a metal cable fence; well...those cats keep running on the loose! It was funny, because that dread message of ""lion 3 is hungry" appeared over and over again.
So, i almost when berserk when i couldn't find the lion (a cub) in the exhibit; so i used the stats menu and oh, surprise! The little kitty was on the other side of the zoo. It crossed a lot of exhibits, and surprisingly, it didn't got attacked by any of my other animals (hyenas, wolves, tigers, crocs).
Ah, and about the elephant through the wooden fence...that kind of fence isn't supposed to be strong enough to keep an elephant inside, it eventually will break through the wooden fence. But the wildebeest story is completely odd...perhaps is a bug in the game.
Because sometimes, a lot of animals escape from their exhibits in really bizarre ways (for example, i got this beaver, right? and the animal climbed the highest cliff in the map without any problems...perhaps it was spider-beaver. XDDD) or they appear in places far from their exhibit. I don't know if someone has seen those spider-beavers, but i'll see if i can manage to get a photo of them.