Homosexual behavior has been recorded in 1,500 species including our closest relatives. Male chimpanzees have been known to engage in sexual behavior with each other and bonobos essentially have sex with each other to relieve any tensions within their tribes.
http://humon.deviantart.com/art/Bonobos-302107081
I believe there were two male penguins that raised a chick together. I wouldn't neccessarily call those chimps or bonobos gay (shouldn't really force human concepts on to other species if they're not behaviorally compatible), but the point still stands.