You should take a look at After Man: A Zoology of the Future, by Dougal Dixon. A fairly complete alien, though Earthly, ecology, that you could easily stick into your fantasy world, completely replacing squirrels and dogs and horses. And with lavish illustrations, to boot. I tried it once, but the players really weren't into it, so we just retconned back to normal fauna. He has another book The New Dinosaurs, i believe, that could also be the basis for a fantastic ecology.
Keep in mind, in both these cases, i'm not talking magical normal animals, just unusual and sometimes fairly fantastic (within the realms of real-life physiology, if just barely).