While I don't really have any scientific data to back this up, I'd have to say that it's most certainly possible. It would be rather close-minded to think that humans are the only species to experience such a thing, after all. I know that some animals can be homosexual or bisexual, and sometimes even resort to stealing babies from other couples (relatively rare as I recall). Then again, I'm not so sure that an animal such as a cheetah would have the option to explore such a thing, regardless of what their brain actually is. I believe that if they were in the wild, they would be focusing more on survival than anything. If they were in captivity though? I'm not so sure.
I'm a bit indecisive on the matter, I have to admit.
On a side note, and this may or may not be related, Hyenas are known to have opposite gender roles than what we would consider "normal". Females are the dominant sex, and their vaginas look almost exactly like a penis (they are also apparently very painful to give birth from). In addition they grow much larger and stronger than the males. I'm curious to know what would happen if a male hyena was born with a female brain, or vice-versa.