I had a cat named Cheesecake, and we were very close. I had her since she was a young adolescent and she lived to the ripe old age of 16. She was a very vocal cat. She would sit in the bushes in front of the house, and then jump out and meow at me when I came home.
So one day when I was about 20, and she was a young adult, I was walking home from somewhere or another. It wasn't a routine arrival or anything like that. We lived at the bottom of a hill, and I was standing at a busy 4 lane avenue waiting to cross at the top of the hill. From that location, about 4 blocks from home, you didn't have direct line of sight because of the curvature of the hill.
So as I'm approaching the avenue, I'm hearing a noise. It was a howling noise, like "rwow". As I got a few blocks down the hill, I could see Cheesecake, sitting in the middle of the sidewalk looking up the hill, and making that noise!
So somehow she sensed I was walking home and was calling to me!
I also lived with a girlfriend that had a dog, and her dog always knew when she was coming home. Long before you could ever hear her car, and even if she was coming home at a different time, her dog would go and sit by the door and look at it and wait. Every single time.
There's a good story, the details of which I don't recall, where a woman had a parrot, and they raised the parrot from a baby, and treated it like a family member. The woman and the parrot were very close, and she said the parrot would know what she was thinking, and would appear in her dreams and stuff. So they were doing a study on the bird.
So I think it was something like they set up a video camera while the woman was sleeping, and the parrot slept in the same room in its cage. So the woman was having a dream where she was trying to use a tape player, and she couldn't get it to work, so out loud, the parrot says "push the button, push the button!"
I don't remember if it was in a Sheldrake book, but I read it somewhere.