Following a discussion surrounding the Yoga Bear, an acquaintance commented "Is it wrong to be slightly aroused" to which I answered "Its fine so long as you don't act on those urges".
To which another colleague turned to me saying "Is bestiality even illegal in Finland?". I hoped that question was rhetorical, rather than there existing an assumption that I am knowledgeable about such things. Still, it felt a little like a challenge so I looked it up.
Most common law countries seem to have legislation in terms of both animal protection and sex with animals. This is also the case across much of Europe, except Denmark, where there exist no restrictions should you wish to bugger a heron. Sweden only started to be concerned after a spate of 'horse-ripping' incidents. Its weirder than it sounds.
Its illegal in Peru for a man to have sex with an alpaca. I didn't see mention of any other animals.
Most fans seem to prefer horses (giving and receiving), which of course carries its fair share of risks.