Well sure. Lots.
They fall into several different categories, though.
First off you got some bacteria, plants, and one-celled organisms which exchange genetic information but don’t have different sexes. They’re all gay.
Next off you got some fish, insects, and birds which simply don’t care and will mate with anything of their species for the hell of it. Some of these, like angelfish form exclusive partnership relations. So, you’ll find several species of fish and birds with a percentage of gay partners.
You find some rats rodents and marsupials who engage in similar behavior.
Then, you find some pack and herd animals. Usually there is only one male that mates with the females. The younger males aspire to be that male, and when they reach age they may challenge the alpha or get thrown out of the herd. Some of these join up and form homosexual relationships, but usually this is a temporary thing. They’ll become heterosexual if and when they attain alpha status.
Still, within these herds and packs, a certain percentage of the male population seemingly opts out of the competition for alpha status, and becomes either neuter for all intents or purposes or homosexual. These males stay within the herd or pack, stay exclusively homosexual and do not seek alpha status even when presented with the opportunity. You can find this with horses, dogs, wolves, and some big cats, and probably other herd and pack animals as well.
Then you got you dolphins. Some dolphins are exclusively homosexual, some form sexual partnerships with other males for life, but may occasionally seek to kidnap a female for reproductive purposes. Seals and Sea lions also engage in this behavior.
Then you have your various monkeys and apes. There’s a full spectrum of sexual behavior. You got the basically promiscuous, who, like Richard Gere, will have sex with anything. You have your preferential homosexuals, both male and female, and even your exclusive life partners type deal.
Some baboons seem to go through a homosexual period during adolescence. Some of these later turn heterosexual and compete for breeding privileges, others don’t. There is one species where the homosexual baboons are extremely aggressive, while the heterosexuals in the pack are basically layabouts. These gay baboons go off on raids, causing trouble with other packs and the human populace, causing a bad name for baboons everywhere.
So, in conclusion, there all kinds of species of animals that engage in homosexual and exclusive homosexual behavior. Some of this is clearly for evolutionary advantage as is the case for dolphins who team up, or gay horses that help the herd without producing the burden of offspring, or baboons that perform territorial and raiding duties. Some, it’s a matter of dumb luck. They mate for life, and your basic penguin might not know if his first mate is female or male.