Would you believe there's actually a name for the study of "hidden animals" (animals "which might possibly exist in nature but whose existence has not yet been accepted by modern science")?
Here's a few links if you want to find out more:
Cryptozoo's Missing Links Primate Center: http://www.parascope.com/en/cryptozoo/missingLinks.htm
British Columbia Scientific Cryptozoology Club: http://bcscc.ca/blog/
There's also a "reference guide" — I haven't read it, but it sounds intriguing:
The Field Guide to Bigfoot, Yeti and Other Mystery Primates Worldwide by Loren Coleman, Patrick Huyghe, Harry Trumbore (illustrator)