Everybody knows that when a dog or wolf hears other animals howls, he/she may join in the howling chorus. Scientists have recently suggested that these howlers also have a sense of pitch. But they don't have the same notion of pitch that humans do. When a wolf joins in a chorus, it intentionally tries to land on a note different from everyone else in the chorus, apparently reveling in the discordant sound it's creating (Full article: http://www.psychologytoday.com/blog/canine-corner/201204/do-dogs-have-musical-sense).
It has also been found that classical music, more than other forms of music, has a calming effect on dogs. Apparently even goldfish have discerning musical ears - one study showed that they could tell the difference between Bach and Stravinsky (http://www.livescience.com/39692-goldfish-bach-stravinsky.html).
Animals are smart li'l buggers.