On a recent visit to the zoo, I came to know there are two African species of rhinoceros, the Black Rhino and the White Rhino, albeit minus the distinction in color that one would expect (both looked greyish to me.) I found an explanation at the relevant links of the following site:
http://www.rhinos-irf.org/rhinoinformation/index.htm

Common Names:

"White Rhinoceros: From the Afrikaans word describing its mouth: weit, meaning 'wide'; early English settlers in South Africa misinterpreted the 'weit' for 'white'."

"Black Rhinoceros: Not black at all, the Black Rhino probably derives its name as a distinction from the White Rhino (itself a misnomer) and/or from the dark-colored local soil covering its skin from wallowing." Also called the "Prehensile-Lipped Rhinoceros: The upper lip of the Black Rhino who is a browser is adapted for feeding from trees and shrubs and is the best distinguishing characteristic," and "Hook-Lipped Rhinoceros: also referring to the prehensile lip."