Birds (finches, at least) have developed grammatical rules, according to researchers at the University of Kyoto. Scientists recorded the birdsong of finches, then jumbled up the syllables before playing them back to the birds. The finches reacted to one of the jumbled series of sounds, but not to the others. Scientists concluded that the recording that had aroused a response in the birds must be violating some rules of grammar. Further experiments showed that this grammar was not innate -- it had to be learnt.
Here's the New Scientist article on the findings.