Do Animals Dream?

If we humans dream about daily issues and stresses do animals dream as well?
Studies have shown that other mammals show the same level of brain activity and increased heart rate during REM sleep (the cycle of sleep where most dreaming occurs) as humans.
Just like humans can often talk in their sleep dogs are known to bark or twitch their legs during REM sleep.

Cold-blooded animals on the other hand do not seem to experience REM sleep.