Yes up until around 1980 you could buy literally anything at Harrods, in fact anyone anywhere with the 'certificate of sales' could sell a lion for you to keep in a flat.
Thank God (and the sensible people who changed the laws!) things are different now.
Here's the wiki link with the story:
http://en.wikipedia.org/wiki/Christian_the_lion
And a fuller explanation:
http://www.msnbc.msn.com/id/25797678/
For those of you who aren't keen on the Awwww factor, go to youtube and check out the "christian the lion alternative ending" for a silly giggle.