and yes they do and someone which comes directly to mind is the cow lakshmi who got enlightened in the presence of beloved Bhagavan Sri Ramana Maharshi and a samadhi has been built for her and other animals at the Sri Ramanasram ashram as well...
Probably they evolve into higher lifeforms (ie humans) as per "animal Karma" and then they get a chance.
Auto biography of a Yogi - Yogananda Paramahansa http://reluctant-messenger.com/yoga...apter_27.htm "...According to the mass karma which guides and regulates the destinies of animals, the deer's life was over, and it was ready to progress to a higher form...."