A few minutes ago a lawyer here at my firm sent an email to all personnel. It read simply:
Elephants walking down Mem Drive -- no kidding
He wasn't kidding. By the time I got to the other side of the floor (sadly, my office does not face the river) the elephants were almost past - I still saw about eight of them, followed by some horses and then some ponies.
I wish I had been able to get a picture, but there were too many people crammed into the window in the partner's office we were watching from - I wasn't able to get a shot with my little cell phone.
It really was the weirdest thing I have ever seen in Cambridge - and that's saying something.
UPDATE: The partner whose office I watched from did get some pictures. Here is one (click it for a slightly lareger version):