When I was in high school, I was fishing a pond in the woods behind my house with a friend of mine when I saw something...very strange. But before I go any further with this story, you need to know that I lived just outside Richmond, VA, and not the African desert.
So I'm fishing with my friend, and he says, in a very serious tone, 'is that a zebra?!' I just laughed at him, thinking he was screwing around. Then he said it again. To be honest, my first thought was that he'd taken acid without telling me (which wouldn't have been the first time). Then I looked up across the pond, and I couldn't believe it. I saw a zebra standing there, looking in my direction. It just didn't register. Then it walked off into the woods and I still wasn't sure if I'd really seen it or not. My eyes told me I did, but my brain told me there's no way in hell.
I didn't tell my parents or anybody else that day, because I wasn't sure if I believed it myself. But later that night, I was watching the news with my mom and dad and there was a story about a local man who lived a few miles from our house. Apparently, he maintained a private zoo, and a handful of animals had escaped that day -- including a zebra.
So there you have it. A 'wild' zebra sighting while fishing in Virginia.