Being one of the smartest mammals on the planet, we're still learning a lot of what they're capable of. One of the most recent discoveries is that dolphins develop their own indiviual whistles that effectively act as their own name.
Scientists tried to use computers to change the tone of the whistles. Dolphins reacted to their name and the names of their close group even when the whistle tone was completely changed.
They also believe that there are many more animals that can do this, we just haven't discovered yet. Who knows what else we'll discover.