Have you ever tried directing animals? I have, at least in one tiny 'indie' production. Trust me, if you're creating cg animals that need to move like real live animals, you're much better off shooting tons of video reference and using keyframe animation. Just a word of advice. :)
That said, I have seen animal motion capture done for large animals for film productions at where I used to work, generally horses, but this was very rare--and I don't think I've ever seen it done effectively for smaller domestic animals. It was more typical for the studio to shoot hours and hours of reference footage of animal behavior (dogs, cats, penguins, tigers, etc.,) and have animators study the reference to introduce the characteristics of the animal to the actions being animating in their scenes. (I had a brief experience animating on 'Popper's Penguins' and the penguin reference the studio shot for this move seemed
endless.) The reason for this is because, even in studio productions with huge resources, animals are almost never going to do
exactly what the director wants. If they did, then there would be no need for cg animals--the real animals would simply do what they were told and be filmed doing it.
For domestic critters, it's easy enough to shoot your own reference and, fortunately, there's a lot of good reference out there for exotic animals too.
The most commonly viewed footage are the classic Muybridge motions--much of it has been converted to video and posted on YouTube. Some people will actually roto their rigs over this footage but, IMO, it's better to use it only as visual reference and animate to what's actually needed for your scene.
One commercially available animal reference library that I often look at comes from this company:
Rhino House. If you expect to do a lot of animal work, I highly recommend this collection. I purchased their DVD's ages ago, but nowadays they're mainly a subscription service. I haven't used Rhino House's subscription service yet but I know I will when the need arises.
There's also tons of stuff to be found on YouTube.
Now, I'm not going to discourage you from trying to motion capture animals but, in my opinion, it will probably be a waste of time and money that might be better spent on traditional keyframing and reference material.
Hope this helps.
G.