I had to clear out a coven of Spell Swords for the Companions and noticed they had a pet fox named Pumpkin. Wasn't there a dog named Pumpkin in Oblivion? Anyone found any other named animals in Skyrim?

The dog in Oblivion's Rockmilk Cave is named Pumpkin.

I think I found another named dog in Skyrim, in a bandit cave, but I'm not 100% sure.

I'm going to fing myself looking for animals in bandit dens now, just in case...

The bandit lairs have funny little quircks like that. I like sneaking through them first to see if they have any unique dialogue. One good one to visit is White River Watch just south of Whiterun. Sneak around and listen to their conversations first before killing them. I think they even say something funny if you let their captured pet loose.

Yeah, they talk about training the wolf as a guard dog I think. Then you let it loose and it kills them.