I am a huge fan of the medieval bestiary tradition, which you can read about at Wikipedia. For a medieval bestiary, see the Aberdeen Bestiary online.
Here's an animal from the alphabet that I had never even heard of before I read Anderson's collection: the vegetable lamb ... and you can also read about that at Wikipedia too. I will be filing "vegetable lamb" in my "learn something new every day" file for today. :-)
And here's one you may have heard of before: Grendel, from the story of the hero Beowulf.