My dog howls whenever she hears Piano Man by Billy Joel. That's the only song she's ever reacted to, and she does it every time. Her ears perk up as soon as she hears the piano in the intro, and she starts howling when the harmonica starts. She doesn't stop until the song ends. I have no idea why she does this, and when I told her vet about it, the vet just shrugged and said, "I've always liked Billy Joel, too."
My friend had a bird called a Beo, he talked as well. When I played guitar he would come over and listen. If I stopped playing he went "uh?" looking at the sound hole of my guitar
My budgies will make a lot of noise when any music is playing. Also when people talk. For this reason, they have a radio playing while we are out of the house and can't talk to them.
The only time any of the pets I've ever had reacted to music was the one time I was playing something super bassy on some cheap desktop speakers, which rattled against the desk when they shook, and it spooked the cat I had the time causing her to jump so high she practically hit the ceiling before running out of the room.