Raiders cut a hole in the perimeter fence of Blackpool Zoo in Lancashire and removed the locks from two separate monkey enclosures.
They took two female and one baby cotton-top tamarins, which are a critically endangered species, and two male emperor tamarins.
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The zoo said four of the animals had been recovered in Yorkshire and were now back at the zoo, but the baby was still missing.
In a statement posted on Facebook, zoo staff thanked the media and social media users for help in trying to find them.
After they were stolen, Lancashire Police circulated their details to all ports and airports in case the thieves tried to take them abroad.
The cotton-top tamarin is one of the world's most endangered primates, with just 6000 in the wild.