Now comes the part where I go learn something about wallabies, probably on Wikipedia, and then pass on this important and possibly life-changing wallaby knowledge to you, the reader.
According to Wikipedia, "wallaby" does not refer to a single species but rather is "an informal designation generally used for any macropod that is smaller than a kangaroo [and] has not been given some other name." You've already guessed that "macropods" are mammals with ginormous feet, but they apparently range in size from the terrifying Red Kangaroo (Macropus rufus) of central Australia, which can reach 18 feet in height and eats only human children, all the way down to the tiny red-legged pademelon (Thylogale stigmatica), which is just 40 centimeters tall (a micro-macropod) but strong enough to bench-press 200 times its own weight.
Some of those details might need to be double-checked.
Anyway, "wallaby" could refer to any of about 30 moderately-sized macropod species, so we don't really know what exactly Kenneth Ott was harboring when a Pennsylvania Game Commission officer reported seeing a "wallaby" at Ott's home last year. When the officer returned a few days later, the animal was gone, and Ott has refused to give up the wallaby's location ever since. He does not seem to have denied having the animal in the first place, or that it was in fact a wallaby; according to his defense attorney, Ott refused to comment as to the wallaby's location "but said it is being well cared for." Ott pleaded no contest to one count of unlawful importation of a wallaby and one count of tampering with evidence (i.e. wallaby concealment).
The wallaby, if that's what it was, may just have escaped. They apparently have a tendency to do that, because Wikipedia also provides a remarkably long list of feral-wallaby populations descended from escapees and now thriving in the wild. These include one on the island of Oahu, one in a forest west of Paris, one that stowed away on Apollo 16 and another that has already moved into the L.A. office of Dewey & Leboeuf. (Again, double-checking is probably in order.)