You can always import animals, and elves are a fantastic supply of exotic animals. There may be 5+ different elf civilizations in your world, though you do need to first make contact with them before they start sending caravans.
To do this, make a new squad. Just put one dwarf in the new squad. Its okay if he's naked and completely untrained. A random peasant without any equipment is fine.
Then go to the world map. Find an elven settlement that says "no contact". Make a new mission to this settlement. Adjust the mission type from raid to demand a one time tribute. Then send out this one dwarf squad.
Demanding tribute just one time is enough to trigger contact with this civilization but not enough that it provokes conflict. You won't be at war with them. And even if the worst happens and your envoy dies its okay, its just one untrained naked peasant.
The following spring you will get additional caravans from the elves.
This same method also works on human and dwarven civilizations. You might have half a dozen human caravans all showing up at the same time, going to the same trade depot. Its a wonderland of goods to choose from, including animals in cages.
You can meet goblin civilizations that are not yet contacted, though when doing so I suggest you take a full squad of highly trained axedwarves so you can properly engage in "aggressive negotiations". These newly contacted goblin civilizations will all send sieges to you independently of each other. The map can get really busy sometimes.