I've eaten zebra. It wasn't really out of choice, I was in Namibia and staying with a family (3 hours from the nearest shop!) and they served it up for dinner and I couldn't really leave it after me!! They were allowed hunt a certain amount of zebra each year on their farm (if thats what you'd call it I can't remember how many acres they had but it stretched for 20 odd miles).
Tastes very similar to beef if anyone is wondering......
In Africa Zebras are not considered as anything special. The safari parks view them only as food for the big cats and wild dogs etc. They need to keep a certain level of them along with various other animals such as springbok so that there is plenty of them as a food source for the carnivores but at the same time they have to cull them if the numbers grow to large to ensure sufficient grazing and water for all the animals.
It is common place to be offered their meat and you see their skins for sale whole or used in making other items particularly for tourists everywhere in all the markets and some of the shops.
I've eaten zebra before. Mydnight Shadow is right too. I live in Africa, and there's zebras right next to where we keep the pony. Its not bad tasting meat..I kind of don't like eating it becuase its too similar to horse, and thats a bit close to home (hypocritical I know) but hey..food chain I guess..same with springbok and such, I've eaten plenty of buck..gemsbok is the best