Interestingly, this is more common than one would believe. In our neighborhood, there's a peculiar-looking pig which has opted to live with his neighbor's horses. The horses and the neighbor's numerous dogs tried to drive the pig away. Nothing worked. They all gave up and accepted the pig.
Another neighbor has lots of farm animals but the most notable are a horse and a donkey who have a very tight bond. They walk side-by-side together and wrap their necks around each other. It's the cutest thing!