I feel this question demands answers in different categories, such as:
a) Animals which are fictional in the sense that they, these particular individual animals, never lived (so, for example, a novel in which Bucchephalus, Alexander the Great’s horse, plays the leading role would be out) (not that Buccephalus would be my choice anyway)
b) Animals which are fictional in the sense that their species never existed (the inevitable Star Wars: The Porg’s Tale would be in)
There also should be subdivision c) for Animals which aren’t really animals but enchanted humans (think Frog Prince), but are in animal form for the majority or totality of the story and thus subject to animal rules. Here I’d also include someone like the Disney animated movie version of
Robin Hood, for while fox Robin (aka Best Robin Ever!!!!) is a fox within the movie, he’s based on a human; ditto for Basil the Sherlock Holmes avatar, and so forth.
Bearing this in mind:
a) Well, the rabbits from
Watership Down (the novel) are hard to beat in my fictional love. They are three dimensional characters, with their quirks, flaws and strengths, and I feel Adams makes them come across as
animals, not thinly disguised humans. However, I can’t single out one more than the others in my affections, and thus I move on to fictional cats. Neil Gaiman’s fondness for cats inspired various memorable felines (some divine, some not), but my undisputed favourite of these is the one from
Coraline. I knew I loved it the moment I read the reply to Coraline’s question about the name.
b) I’m as vulnerable to the allure of dragons as the next fantasy inclined person. My favourites among dragons include Fuchur (I think the English translation renamed him Falkor, but I never read Ende in English, so I only know by osmosis) from Michael Ende’s
Never-ending Story, but even more an earlier Ende dragon, or rather, half-dragon, Nepomuk from
Jim Knopf und Lukas der Lokomotivführer. (Cassiopeia the turtle in Ende’s
Momo is nifty, too.) But there is a fictional animal in this particular sense that I love even more than any dragon: why, the last unicorn, of course, of Peter S. Beagle fame. No other unicorn ever made me love them except this one.
c) Matthew the Raven in
Sandman (another Gaiman character, though his earlier human self came from
The Swamp Thing and, I believe, thus Alan Moore), competing with Sheila the bird from the cartoon series
Sindbad I watched as a child („Sindbad, Sindbad, schau, wieviel Glück dieses Kind hat…“), a girl changed into a bird pre-series who doesn’t get changed back until the end and tries to keep the kid version of Sindbad the sailor alive in between. The earlier mentioned Robin Hood the fox comes close, but not quite.
The other days