I came across this fascinating subject while browsing through the online pages of National Geographic. I'm sure animals love each other, may be not as we humans do. Maybe in ways that might seem cruel to us - for eg: I saw March of the Penguins the other day and both the male and female Emperor penguins endure a lot to give birth to a child. But eventually, they leave the kid to fend for his/herself and the child may never see the parents again. Animals also love in ways that would be far more sensible than the obsessive and compulsive love we tend to portray at times
My husband just came in and he's an animal lover so I put the question to him and he looked like I was stupid to even bother asking him. He said, "Of course. If you have two dogs and one dog dies, the surviving one will pine for the other dog and then die soon after." I said, "Thank you for that ray of sunshine." (I cannot handle story about death of dogs, before anyone wishes to share more).
Look through the site and decide for yourself. I say yes, most definitely.