I've never had sex with an animal, so fucking any animal is a fantasy to me. But specifically I'd love to fuck a stallion in the ass. Horses have such fuckable looking buttholes. Fisting a stallion would be cool too, if it's safe. Not entirely sure if it's safe for the horse, if it's not feel free to let me know.
Another fantasy is to fuck a more exotic animal, basically anything besides a dog or farm animal. I'd love to fuck a bear or a lion but I don't see how that could ever happen, I don't think you can own them as pets.