That is a fascinating question and I am wondering if you are asking because you have noticed an animal (maybe a dog) that seems to respond to music? There are lots of videos on social media that support the idea that animals respond to music. For example, there is a popular video showing barn owls that will bob their heads to the beat of a pop tune. It's cute and funny. But what does it mean? I personally always wondered about this, too.

When I was growing up, we played soft, classical music in our cattle barn while we were milking the cows and we always felt that it helped keep them calm (and thus resulted in them producing more milk). But does it? How would we really test this so that we could rely on evidence instead of anecdote?

First, among many things, we would have to decide how we were going to monitor "behavior." Then, we would have to consider other environmental aspects that could unintentionally influence their behavior so that we could reliably attribute any changes to the music. And we might have to make sure that the animals did not have some sort of experience prior to our observations that could influence their behavior in ways that complicate our interpretation. And how many animals would we have to observe and over how long a period of time? Whew! You can see that it can get complicated pretty quickly. Actually, what if we wanted to see how humans (we are animals, too) responded to music? I bet our main concern is that different individuals might respond differently - could dogs have individual responses as well? How about other animals? We see that some dogs, for instance, respond to a fire siren by howling, but others don't, Why not? It's the same sound. Will this be the case for "music" as well?

But, scientists have asked this question and in some cases, done pretty thorough analyses. You can find a brief summary of some of the studies here:
click here

The site describes and links to a peer-reviewed scientific study concluding that certain music did in fact result in cows producing more milk!

And here is a review article on how music may reduce stress in animals:
click here

But in general, YES, most (but not all) animals seem to respond to what humans call "music." Birds seem to respond most similarly to humans in terms of how their physiology (heart rate, blood pressure, for example) changes when exposed to different kinds of music. Of course, birds make their own music. And then there is whale song.