It's a claim made by Jared Diamond in Guns, Germs, and Steel. Wikipedia has a pretty well cited section on "Behavioural preadaptation"[0] however I can't speak to its accuracy as I haven't read any of the literature.
I'd be pretty interested in seeing a domesticatability comparison of the guanaco (wild predecessor of the domesticated llama still in existence today) vs. the zebra.
Well there's the American Natives, which are a conundrum because they both had hard animals to work with (I think they did manage to domesticate turkeys, but not buffaloes) but some still managed to farm and hybridize crops.
There was a story on HN a few months ago. I do not have a reference, but it said, that all the African animals are either to dangerous or to fast. There are no horse, cow or pig equivalents. Some might seem like it but are actually not (like Zebras, look like horses, are actually very different).