Well the only one I can think of offhand is hantavirus but I've only heard of it in connection with wild deermice.

http://www.doh.wa.gov/ehsphl/factsheet/hanta.htm

Quote from the CDC...

Can you contract HPS from other animals?

Hantaviruses that cause HPS in the United States are only known to be transmitted by certain species of rodents. HPS in the United States is not known to be transmitted by farm animals, dogs, or cats or from rodents purchased from a pet store.
At this link....

http://www.cdc.gov/ncidod/diseases/h...frames/FAQ.htm