WoWJuJu has a short list of "special" pets that have unique animations or interactions. Here's part 1 and part 2. For those seeking information on which companions respond to emotes or who they interact with, check those pages out.
In related news, WarcraftPets has future plans of hopefully implementing a filter feature so users can quickly find those "special" pets! It's a highly requested feature, and one that I hope makes it into the site. A filter for interactions will help make it easier and more convenient to look up certain pets, and will fill people in on just how awesome their mini-pets are. :D
I'm not sure if/when this new feature on WarcraftPets will be released, so keep an eye out for any updates to the website. It may turn out to be a guide rather than a search filter.