Also there's this hilarious paper that demonstrates pigeons are better at determining probability on a variation of the Monty Hall problem than we are. Full citation is as follows:
Herbranson, W. T. & Schroeder, J., (2010)Are Birds Smarter Than Mathematicians? Pigeons (Columba livia) Perform on a Version of the Monty Hall Dilemma. Journal of Comparative Psychology. 124 (1): 1-13