The mouse used in Mousehunt, the mouse is shown extra ordinarily clever. Was that a real mouse used in that movie or another computer created bug? Whatever it is, it seemed very real!
From Cinema Review:
Animal trainer Boone Narr trained ...
The visual effects company Rhythm & Hues was responsible for the computer generated mouse.
The animatronic mouse came from Stan Winston Studios.
From what I recall, I think it's a mix of real life and cgi, depending on the scene you're watching. In a good portion of the movie I believe they used a train mouse, and for the more complex scenes (liek when the mouse was knocked out if I remember correctly) they used cgi.
This is all based on my memory though so I have to references for you.