To answer Morgana: it's difficult at this distance to evaluate how frequently bestiality actually occurred in Rome as a spectator-type event or how often it was employed as a punishment.

Many accounts exist concerning a woman who was executed in the arena by being raped by a trained stallion during the reign of Tiberius. This might possibly be true.

There also are references to a spectacle that supposedly was held in the arena during which a hundred or so young blond virgins were chained in place to be raped by trained baboons. This story seems unlikely to me because it wouldn't be economically sound to waste young blond virgins in such a way. They would fetch very high prices on the specialty slave market. I have not run into this tale in any ancient sources. The source of it appears to be "Those Who are About to Die," published in 1958 by Daniel P. Mannix. The book was republished in 2001 as "The Way of the Gladiator." (Mannix was a writer for "true crime" type magazines in the 1950s. It's doubtful that he should be considered to be a reliable historical resource. The 1950s was a weird time for magazines, what with science fiction pulps emphasizing women kidnapped by robots for heaven-only-knows-what purposes, and true crime magazines emphasizing blond French women kidnapped by Nazis for various easy-to-imagine purposes.)

Wikipedia has an article on Zoophilia which goes into more detail than I'm prepared to recount. Be warned that the Wiki article is not for the squeamish, and the "scholarship" underlying it appears to be somewhat questionable.