Not technically animals as such, but in Fire Emblem 9/10, I get a kick out of owning the various types of Laguz (half-animal, half-human people who can (when their guage is high enough), transform in to cats/birds/dragons).
Especially, if it's fire magic...
Besides, tossing a hand grenade at a bunch of crows in RE4, usually yields a lot of money (and possibly herbs/ammo)... So it makes sense to do it.