My family once kept a Beo. This is a bird that looks a bit like a raven and can imitate sounds very perfect. At the same time we kept a budgerigar and the two could have nice converesations and started to imitate each other. It was really strange to follow the development of something I said that went through two bird's minds several times.
The Beo then startet to imitate the dog, especially the dog that wanted to come in. I went to the door and there was no dog. This somehow shows that the animals are easily teaming up, crossing the borders of their species.