Chimp stores weapons. After throwing cached stones at zoo visitors, the unfortunate animal had his own stones removed. Other examples of foresight and planning in animals are described here and here.
Cockatoos are much better dancers than macaws. Well that was my clear conclusion after watching the first two vid clips linked to why animals dance in this Guardian feature. And since this is from a serious researcher I don't think they are faked. For those with much more time, this site has an interesting podcast on the topic of music and the brain.