I came across this randomly, and I haven't seen this in hear. Thought you guys might like to know this.

If you make an exhibit containing the following 3 animals, you can unlock a yellow brick road! Just make a small exhibit, place these three animals in, and check out your roads!
African Lion
Bengal Tiger
Grizzly Bear

Beware! Once you see you have the Yellow Brick road, you can sell the animals and delete the exhibit, but watch out! Once you save and exit the game, you will not have the Yellow Brick road anymore. So, you will have to make the exhibit again, and place the lion, tiger, and bear in.

So, hope you enjoy! If it doesn't work, just drop a comment in, and I'll re-check mine. It has always worked for me. :)