The World Conservation Union maintains a searchable database of threatened animals. You can search it by several different criteria. Many animals are threatened or endangered and some no longer exist in the wild.
Zoos are an important part of the effort to maintain the world's wildlife.
Their list of mammals gives the number of males, females and recent births for each species. The animals are listed by scientific name and include many rodents. Or if you'd rather see a list of zoos by geographical region look up the Global Zoo Directory compliled by Fred Swengal.