We had 4 dogs and when our oldest went into heart failure I believe the others knew she wasn't going to make it. After she passed away at the vet hospital they would lie by her bed from tiem to time. I really think they knew she had passed and wasn't just away from the house.
We also had 4 horses. When I had to put my oldest mare down, my other mare who had been with her for 10 years, yelled and looked for her for days. It was very sad.