A children’s “jungle gym” doesn’t involve an actual jungle, but there’s a joke:
 
Q: Where do monkeys exercise?
A: At the jungle gym.
 
The joke—different animals are sometimes used—has been cited in print since at least 1997. “Where Tarzan worked out — AT THE JUNGLE GYM” was a newspaper “Jumble” puzzle answer in July 2013.
 
   
Wikipedia: Jungle gym
The jungle gym, monkey bars, or climbing frame, is a piece of playground equipment made of many pieces of material, such as metal pipe or rope, on which children can climb, hang, or sit. The monkey bar designation refers to the rambunctious, climbing play of monkeys.
       
Google Books
Awesome Jokes
By Charles Keller,
Illustrated by Jeff Sinclair
New York, NY: Sterling Publishing Company, Inc.
1997
Pg. 57:
Where does a lion go to exercise?
A jungle gym.
 
Google Books
Giggles
By Charles Keller
New York, NY: Sterling Publishing Company, Inc.
2007
Pg. 29:
Where does a lion work out?
At the jungle gym.
 
Google Books
Reading is Funny!:
Motivating Kids to Read with Riddles
By Dee Anderson
Chicago, IL: American Library Association
2009
Pg. 112:
Where do monkeys keep in shape?
the “jungle gym”
 
Google Books
November 2009, Boys’ Life, “Think & Grin,” pg. 59, col. 2:
Tai: Where do wild animals go to work out?
Tim: I haven’t a clue.
Tai: At the jungle gym!
Tai Verbugge, Ada, Mich.
 
Twitter
The left over Pizza
‏@djowegc
Where do monkeys train?
At the jungle gym.
1:03 AM - 10 Sep 2011
 
Twitter
Kelsey
‏@kelseyyy_w
Where do lions, tigers, and bears work out? At the jungle gym! 😊
6:21 PM - 6 Jan 2012
 
Twitter
Malcolm Dakar
‏@Malcolm_Howard
Where do animals workout?...jungle gym
2:08 PM - 17 Jan 2012
 
23 July 2013, The Gazette (Cedar Rapids, IA), “Jumble” (puzzle), pg. 12B, col. 5:
Where Tarzan worked out — AT THE JUNGLE GYM.
   
Frugal Fun for Boys
THE ULTIMATE COLLECTION OF HILARIOUS JOKES FOR KIDS
August 31, 2015 by Sarah
(...)
Q:  Where do monkeys exercise?
A:  At the jungle gym!