Wikipedia says there are, however gives no source to one. Does anyone know if an albino peacock was ever recorded?
There is a breed of White Peacock. I could not find any record of 'Albino' Peafowls (the gender neutral term for peacock is peafowl (females are peahens). This white variety of peafowl is similar to how there are white chicken which have been bred over many years.
Albino animals do not produce the pigment 'melanin'. Albinism can be a dangerous trait in some organisms such as birds. The lack of melanin makes albino animals very sensitive to the sun's UV rays which can cause their vision to become impaired. Therefore most birds that are adult and white are usually either a variety of bird that is naturally white or is suffering leucism which is similar to albinism but does not remove melanin from organs such as the eyes.
But not all white birds are albino and not all albino birds are white. Just because the melanin pigment is non-existent in albino birds, doesn't mean other pigments couldn't still exist. Some animals don't even need pigments to achieve a certain color and do so instead by reflecting light in interesting ways.
It must also be noted that sometimes, white varieties of birds (or birds with leucism) are interpreted as albino and mistakenly presented that way online. This goes for other animals as well.
The rate of albinoism in mammals is roughly 1/10,000 births. However, for birds this rate is around 1/1764.
Abinoism has been reported in modern-day peacocks here: https://www.treehugger.com/albino-and-half-albino-peacocks-are-simply-stunning-photos-4858413
However, I did find a 1965 paper that has documented at least 99 peacocks from 8 different species being albino: https://sora.unm.edu/sites/default/files/journals/jfo/v036n02/p0067-p0071.pdf
So based off of the tree hugger photography post, the rate of albinoism in birds, and the 1965 paper looking at albino birds in North America, I would say albino peacocks do exist and are probably occurring more often than albino mammals.