I remember that after one of my pet rabbits died, the other rabbit, in a shocking display of strength, ripped the door off her cage and went out looking for him. She scoured our apartment, searching for her lost mate. She was, in her own way, mourning him.
Or am I just projecting? Joe Hanson, a biologist and the host of the PBS program It's Okay to Be Smart, reviews the evidence. For a long time, scientists assumed that only humans could mourn because only humans could intellectually grasp death.
But now it's clear that crows, chimpanzees, and elephants mourn in some capacity. Zoologists noticed that when one elephant under observation died, her family stopped and lingered near her for a while. For several days, five other groups stopped by and visited her body--even when doing so placed them in danger from predators.
When it hasn't been possible to let the surviving pets see their lost friend I have noticed that they do mourn. I have had cats stop eating and grooming themselves. The same for my dogs. Some have nearly died from grief and starvation so I have found that - for my household, anyway - bringing a new pet home stops the grieving and the survivors perk back up and life goes on.