Seems I'm a little late, but I can see that many well-informed members have already provided the input needed.
To summarize, there are species that simply do not do well in captivity according to our current knowledge on those species. Then, there are those that can be kept, but either don't readily breed, or are too expensive or difficult to keep due to specific needs and specialized diets. Then you have species that can't be kept due to conservation concerns, because either there's too few of them or a certain country where a species is endemic to has laws against exports. Finally, you'll see zoos focusing on keeping one species over others simply because it is already a common zoo species and maintaining a healthy gene pool is always a priority like König explained. Thus, every case needs to be assessed separately, and I can see a lot of good input here on this thread about various species.
