A recent brief research summary by Kornell (2009) in Current Directions in Psychological Science (one of my favorite reads for quick synopses of research areas) suggests that for some animals the answer is "yes." Metacognition (thinking about one's thinking) may not unique to the human species. So...next time you are looking at an animal at a zoo....think about this finding.
This reminds me of the recent story that was reported on a number of blogs (sorry...I no longer have the link) of a monkey, living in a zoo, who demonstrated "planning ability" (part of executive functions) by gathering a stash of rocks, saving them, and then hurling them at zoo visitors when they came by.
ABSTRACT—It has long been assumed that metacognition—thinking about one’s own thoughts—is a uniquely human ability.Yet decade of research suggests that, likehumans, other animals can differentiate between what they know and what they do not know. They opt out of difficult trials; they avoid tests they are unlikely to answer correctly; and they make riskier ‘‘bets’’ when their memories are accurate than they do when their memories are inaccurate. These feats are simultaneously impressive and, by human standards, somewhat limited; new evidence suggests, however, that animals can generalize metacognitive judgments to new contexts and seek more information when they are unsure. Metacognition is intriguing, in part, because of parallels with self-reflection and conscious awareness. Consciousness appears to be consistent with, but not required by, the abilities animals have demonstrated thus far.