Beefalo are a hybrid of bisons and domestic cattle - and unlike mules, they are fertile. In fact, they've caused problems in parts of the American west because they drink a lot, eat a lot, and go right through fences.
New thing, right?
Apparently not - because European bison and aurochs hybridized a long time ago, creating a new species which we know about from cave art.
This "isn't supposed to happen in mammals" according to some...but we have those beefalo. And the eastern coyote, which is as much wolf and dog as coyote.
(We really need to remember that "species" is pretty arbitrary).