Scientists did a very simple experiment- they asked two side-by-side dogs to perform a trick, then only rewarded one of the dogs with a treat. Who wouldn't be jealous of that? Eventually the non-rewarded dogs stopped doing the trick (smart dogs!).
The cool thing is that this is the first time this has been seen in non-primates. I would expect that if we looked closely at other non-primates, we might find similar behavior. Dolphins? Cuttlefish? Some of the "smarter" marine animals that have been shown to display other interesting behaviors might be just as jealous as Fido! (side note: on my Marine Science class's trip to the Baltimore Aquarium last week, the educator leading our squid dissection shared that their octopus is trained to climb into a laundry basket [so she can be weighed], and she also likes to play with Mr. Potato Head- they hide food in the backside flap, and the octopus has figured out how to open it and get the food.)
For my science fair students: if you click on the first link to the dog study, you can see that this experiment is a nice example of a simple experimental design including several controls!