It has long been known that some odontocetes (toothed whales and dolphins) produce sounds with unique frequency modulation patterns known as signature whistles. Research has shown that these individually identifiable whistles, which are formed early in life, play a similar role to names in humans. Under normal circumstances, signature whistles account for 50% of whistle production, but if separated or threatened the percentage will increase substantially. New research discussed in http://www.bbc.co.uk/news/science-environment-23410137 has found that when played their signature whistle, a dolphin will respond in the same way that humans respond when someone calls their name.
On a similar train of thought but moving from marine to terrestrial animals, a new article in BBC nature (http://www.bbc.co.uk/nature/23263266) describes how individual Eastern grey wolfs can be identified by their howls. New technology, which analyses characteristics of the howls, allows scientists to identify individuals, providing a novel method of monitoring wild wolf populations, which due to their large home ranges are difficult to track visually.
