During Lord Alyn's attack in the Daughters' War in 133 AC, House Velaryon captured an elephant which had been meant for the Sealord's menagerie. Lord Manfryd Mooton returned the elephant to the Sealord as part of his diplomatic efforts to prevent war.
A Game of Thrones
Hear me. The ships of Braavos sail as far as the winds blow, to lands strange and wonderful, and when they return their captains fetch queer animals to the Sealord's menagerie. Such animals as you have never seen, striped horses, great spotted things with necks as long as stilts, hairy mouse-pigs as big as cows, stinging manticores, tigers that carry their cubs in a pouch, terrible walking lizards with scythes for claws. Syrio Forel has seen these things.