David's Treasure Zoo is a room randomly generated in the Dungeons of Doom. Most of the squares in the room are occupied by a sleeping random monster, and a random amount of gold.
Each level in the main branch starting with level 7 has a one in seven chance of a zoo, unless the level already has a shop, a throne room, or a leprechaun hall, or is a maze or a special level. In practise, this means about 10% chance.
Often, it is safer to displace several pets into a zoo rather than fight it out yourself. This is because monsters will use their ranged attack only against you and because they will leave your pet alone while it is eating.