My favorites of these stories are, in no particular order:
Leda and the Swan - not so much because I like swans or hate Leda and think she deserves no better, but because she lays an egg from the encounter [p.s. Zeus rapes poor Leda in the form of a swan]
Peter Paul Rubens
Greco-Roman mosaic, Museum of Cyprus
Europa and the Bull - most teenage girls go through a phase where they seriously consider becoming a vet because they "love animals;" Europa took it one step further [p.s. Zeus appears to Europa as a white bull, taking her to Crete to mate with her]
Red-Figure Stamnos, Tarquinia Museum
Pasiphae and the Bull - only because she fell for a real bull, flesh and blood bovine, no god in bull's clothing, er, hide; made even better because she has to beg Daedalus to help her find a way to satisfy her unusual desires, in the end putting on a cow suit
As far as the Roman and Greek views on this act, beyond the scope of religion, it was widely assumed to be practiced often in all other cultures but their own. The Greeks thought the Egyptians, specifically women, found goats highly arousing. The Romans, well, they said the Greeks, specifically men, liked to find pleasure with goats, sows, and mares. And, just for giggles, the Hittites out-right forbade their men from engaging in intercourse with all animals... except mares and mules. Uh?