When I was a child, my father showed me the classic essay "On Being the Right Size", J. B. S. Haldane. It talks (among other things) about how large animals need stockier legs to support their weight. I weigh about the same per leg as a 350 lb deer, but my legs are closer in diameter to those of a 1500 lb horse. Why?
There is an interesting relationship between the length of an animals femur, the thickness and the mass of the thickness. A point that should be taken into account is that bones can different densities and so might be able to support varying amounts. The muscle in you leg also does nothing for the support of you weight it is (basically) all in the bone. Really looking purely at the leg won't tell you much you need to strip back the tissue and get you measurements straight from that. Given the different gate strategies of various animals this can lead to differing levels of muscle surrounding the leg and could be confounding your answer.
Walter Lewin a professor of physics at MIT did a lecture series where in the first lecture he went off on one about the relative sizes and thickness of animal femurs and it is really interesting (http://www.youtube.com/watch?v=PmJV8CHIqFc - between 11 minutes and 22 minutes). The short answer was that the ratio between the thickness and the length stays similar relative to the length.