Dogs, domestic and wild
Wolves and coyotes are sister species that cross-breed with dogs, so have behavior and presumably inner lives not unlike dogs. Brandom Keim argues we should treat them better. I find the ecology arguments in that article more substantive than the appeal to sentimentality.
Many people have taken notice of this interesting experiment that demonstrates dogs have episodic memory. The interesting question is whether it has the same neurological basis as ours. I would expect that. But the evolution of cognitive faculties is still largely a mystery. I expect that to change in the coming decades.