"Cryptozoology ... is the study of and search for animals which fall outside of Contemporary zoological Catalogs. It Consists of two primary fields of research:

* The search for living examples of animals taxonomically identified through fossil records which are Considered to be extinct.
* The search for animals that fall outside of taxonomic records due to a lack of empirical evidence, but for which anecdotal evidence exists in the form of myths, legends, or undocumented sightings....

A subset of the first field is the search for "out of place animals," such as Phantom Cats."

According to wikipedia