Well, in the following case, apparently left to their own these animals crossed.
... The owners of the pony, called Tilly, had no idea she was pregnant when they bought her from a wildlife park, where she had been kept in a field with a male zebra.
"She was fairly fat when we received her and we thought that she was getting fatter," Karen Pete said. "It really was a bit of a shock when we got up one morning and we saw the foal that was there. We realised then what had happened." ...
And hybrids are invariably sterile, she added.
The sterility seems to be breakable in rare cases.
People don't seem to realize that the reason many bones, paintings and the such are found in caves is simply because, well, they're caves. And therefore protected from the environment. If you die in a cave, and the structure of the cave is solid for hundreds of thousands of years, your bones and related human debris will make it.
Most people in the good old days we're talking about didn't live in caves, because you don't find 'em around every corner. But where they existed, they would of course move into this ready made shelter. Wouldn't you?
That's why caves are a good source record of human history.
What's interesting is that our ancestors would bother to go down into caves to do these paintings. They must've wanted them to last, and recognized what I just outlined.