In this essay I consider various aspects of the rapidly growing field of cognitive ethology, concentrating mainly on evolutionary and comparative discussion of the notion of intentionality. I am not concerned with consciousness, per se, for a concentration on consciousness deflects attention from other, and in many cases more interesting, problems in the study of animal cognition. I consider how, when, where, and (attempt to discuss) why individuals from different taxa exchange social information concerning their beliefs, desires, and goals. My main examples come from studies of social play in mammals and antipredator behavior in birds. Basically, I argue that although not all individuals always display behavior patterns that are best explained by appeals to intentionality, it is misleading to argue that such explanations have no place in the study of animal cognition.