If they can be used as a business name they would be as valuable as any other. Companies seem to love associating with them. Some are short and easy to remember, which is a key marketing advantage.
For example: Jaguar is most famous as a car company but also is used for computer companies and others.
There would be TM issues for a lot of them, but if you think outside the box you could use the name for an original type of website.
"Bear" would be a good name for a stock market site. I think "Bull" has run it's course, but it will return some day.
"Lion" could be used for a politicians website.
"Ostrich" could be used as a "overpriced home sellers website".
"Dodo", could be used as an Ann Coulter or Bill O"Reilly fan site. They could be extinct if the Dems win in November.
"Gazelle" has a nice ring to it. "Redwingedblackbird" not so much.
I think most animal names are already long gone though.
Have a good one.
Sags