I know they exist, however I'm currently drawing a blank for any facilities (besides Cheyenne mountain zoo). So with that, what are some good zoos that are located in the mountains around the world?
Darjeeling Zoo, India. Its official name is Padmaja Naidu Himalayan Zoological Park, and it specializes in Himalayan and Tibetan species. It's apparently located 7000 ft (2.1 km) above sea level: Padmaja Naidu Himalayan Zoological Park - Wikipedia
Natur- and Tierpark Goldau in Switzerland is located in the foothils of the Alps, which is pretty a pretty stunning location. Similarly there is a Parc Animalier des Pyrenees in Argeles-Gazost, France, located in the foothills of the Pyrenees. Zoo Zurich is the highest located main zoo in Europe at up to 600 meters above sea level. This is off course peanuts compared to e.g. the zoo of Johannesburg which is located at about 1700 meters above sea level, but cannot be said to be located in the mountains.
Lacuniacha and Molló Parc are located at Pyrenees. Also Asson Zoo, although this one is on a lower area.
I'm not sure how high Salzburg Zoo is, but it certainly feels 'in the mountains', with some very dramatic backdrops to the enclosures: African plains area of Salzburg Zoo (with an Alp!) - ZooChat
Zoos in Bogota and Quito would find themselves around 8,500 and 9,400 foot elevations respectively. Zoológico Santacruz in Cundinamarca, Colombia while being not as extreme at 4,700 feet felt very much like it was built into the side of a mountain and the drive there from Bogota has absolutely spectacular views from a windy mountain road!