Koshik the elephant has taught himself to imitate the words of his Korean trainers. He can say five words: "annyong" ("hello"), "anja" ("sit down"), "aniya" ("no"), "nuo" ("lie down"), and "choah" ("good"). He does this by sticking his trunk in his mouth. [eurekalert
My parents had a welsh terrier who would say "Out" whenever he wanted to go out. Though the way he said it was more like "Oooouuuuuuuttttttt." He would only make the sound when he wanted to go out, and if you said the word 'out' he would go nuts, because he knew what it meant.