Aha -- took be a bit but I think I found it: the image file is "/Library/User Pictures/Animals/Zebra.tif"
In Finder, click "Macintosh HD" then double-click "Library" then "User Pictures" then "Animals".
Not sure what you're going to use it for, but it us in a less-common image format ".tiff" instead of the more-common ".jpg" (JPEG). It can be converted with the Preview application if needed. Enjoy!