Well, how would it work? You'd have to have a bit of the animal that would be separate, detached from the other bits. But then how would that bit get nutrients and oxygen?
Also what good would it be? Most terrain is unsuitable for wheels. That's why we build roads.
Also, what would it evolve from? If you're talking about "animals we can pet and cuddle with", that would be vertebrates, right? Well, where are the potential precursors to a wheel in vertebrate anatomy? How would they replace legs?