It would be interesting if there were 'legendary' beasts and animals the would show up on the fortress map from time to time, and perhaps a chance to show up in ambushes and abandoned fortresses in adventure mode.
So what is a Legendary beast?
As it stands in the current game, creatures get more powerful as they kill your dwarves. I think it is a good principle, but rarely do any of them manage to actually become a real threat; unless they are a map feature creature they will inevitably wander off the map long before killing enough dwarves to be dangerous, and if they are a map feature creature the chances of them getting killed by your retributive dwarves are also pretty high.
So my proposal is this: every once in awhile, be it every couple of seasons, every year, or every couple of years, a 'legendary' animal shows up on the map. A legendary animal would be one that comes with a name and already has boosted stats when it enters the map, and is much more aggressive and far more likely to actively seek out and attack your dwarves. They could vary in frequency and power.
'uncommon' animals with only slight boosts and no names could show up every season, as pack leaders or as an extra variety to the otherwise uniform large predators.
'rare' animals with moderate boosts and short names could show up somewhere around once every year or every other year; these would also be slightly more aggressive than your standard animal.
'ultrarare' animals could show up every couple years; these would be powerful animals, the 'kings of the jungle', paragons of their species. They would have long names, large boosts to their power, and be very aggressive.
'legendary' animals would show up very rarely, probably something to the tune of megabeasts. These are truly epic creatures of legend; they are the Fenrirs, the Jormungadrs. The stat boosts would allow the more powerful animals to surpass the base megabeast template in power, and potentially surpass megabeasts, if the animal template is really powerful. Legendary Skeletal Sea Serpent anyone? they would have a full name and be megabeast-like in their aggression.
As it stands animals are only a real threat to the fort early on, this idea is to add a bit more potential for damage from them. I also really like the idea of having legendary animals, as they exist extensively in both modern and ancient fiction. They wouldn't need to be part of world gen, they could simply be randomly generated when they show up on the map, given a generic history entry "soandso terrorized the countryside of (insert biome(s) here) from year x to year x" and allowed to do their thing.
It would be a nice way of adding a moderate threat increase to an otherwise quickly obsoleted danger, one that is below existant threats (with megabeasts powering up during world gen now) but a little more common.