I have seen Golden Pheasants in the woods of the Greensand Range in Beds and Bucks - they, along with Sika deer and Muntjac are "presents" from the Dukes of Bedford at Woburn.
Talking exotic foreign wild life, we had Glis Glis in the attics of the houses in the near the woods in Tring/Wendover area. They were a bit of a nuisance as they were a protected species with an unfortunate liking for wiring.