Dungeons and Animals

Experienced D&D players soon learn that when looking for extra muscle for their low-level adventuring party they can either hire a human retainer of 0 or 1st level and give them a share of the loot… or they can just bring some sort of fighting animal along with them. They're usually a bit more to buy, but they don't take a share of the treasure and their usually MUCH tougher than the local farm hand you bought a spear for.

However, after hearing about the animals people have their characters bring on dungeon expeditions I took a look at the list of things you could purchase to bring with you and one thing seemed to come up again and again: these things are tough… and they're really unpredictable. A lot of them specifically say they have a tendency to freak out and attack their owners. Here's the creatures from B/X and AD&D MM1 that an adventurer might choose to bring with them:
Giant Ferret: AC 5, HD 1+1, Mv 150' (50'), Dmg d8
This 3-foot long weasel has a highly unpredictable temper, and they have been known to attack their trainers and other humans.
That's only twice as big as a regular Ferret, so you could easily carry them or even have them sit on your shoulders. Good AC and excellent damage. That "unpredictable temper" and "attack their trainers" bit sounds dodgy though.
Horse: AC 7, HD 2 or 3, Mv 240' (80'), 120' (40'), 90' (30'), Dmg d4, d6, none (25-300gp) 
Camel: AC 7, HD 2, Mv 150' (50'), Dmg d4, Ml 7
Camels are ill-tempered beasts, prone to biting and kicking any creature that gets in their way, including their masters. 
Mule: AC 7, HD 2, Mv 120' (40'), Dmg d4
Mules are stubborn, and if bothered or excited they may either bite or kick.

Camels and Mules seem to like the "attack my owner" thing a bit. Not sure you want them around when things go crazy.
Hawk: AC 8, HD 1/2, Mv 480' (160'), Dmg d2, Ml 7
Giant Hawk: AC 6, HD 3+3, Mv 450' (150'), Dmg d6, Ml 8
Both types of hawks can be trained as guards or pets by an animal trainer.
The AD&D Players handbook list these prices: Large Hawk (40gp), Hawk (18gp) which I can only assume is the regular and giant hawk. It doesn't say anything about them going crazy and attacking you which makes the HD 3+3 Giant Hawk seem like a pretty good deal! Then again since an Animal Trainer costs 500gp/month I'm not sure that's the right price for a Giant Hawk.
War Dog: AC 6, HD 2+2, Mv 120' (40'); Dmg 2d4
Wild Dog: AC 7, HD 1+1, Mv 150' (50'); Dmg d4
The PHB lists: Guard Dog (25gp) and Hunting Dog (17gp). I think that has more to do with how trained they are than how tough they are… but either way a 2+2 HD monster for 25gp is a much better deal than a retainer. Then again my dog is barking and whining *right now* as I type this, and I can only imagine the insanity if you took one into a dungeon setting. Hark, hark the dogs do bark!
Wolf: AC 7, HD 2+2, Mv 180' (60'), Dmg d6
Captured wolf cubs can be trained like dogs, but it is difficult. 
Dire Wolf: AC 6, HD 4+1, Mv 150' (50'), Dmg 2d4
Captured dire wolf cubs can be trained like dogs, but they are even more savage than normal wolves. They are sometimes trained by goblins to be used as mounts.
Wolves don't bark! And if you can find a Dire Wolf cub you can train it like a dog. If you're a Dwarf you can ride around on it and everything. Except we're back to "difficult to train" and "savage". Hope you don't get hurt in the dungeon and the wolves decide they're going to challenge you to be head of the pack...
Boar: AC 7, HD 3, Mv 150' (50'), Dmg 2d4
They are omnivorous (eating almost anything), and have extremely nasty tempers when disturbed.
Some farmers raise boars. And some farmers take pigs out in the woods to find truffles. So some adventurers think they'll bring boars with them into dungeons. If any animal on this list is going to freak out and try to eat you… this has got to be it.
Elephant: AC 6, HD 11, Mv 150' (50'), Dmg 2d8
They can be trained to carry equipment and or men.
Whoa! They're not fitting into a dungeon, but at HD 11 they're really pretty bad ass. 

Now we get into Monsters that say they can be trained. These are probably not available unless the DM introduces them into the game somehow.
Blink Dog: AC 5, HD 4, Mv 120' (40'); Dmg d6
Young are worth 1,000gp to 2,000gp as they can be tamed and trained.
Better AC and HD than a regular dog. I imagine a blinking dog would be yappy… but maybe that's just me.
Pegasus: AC 6, HD 2+2, Mv 240' (80') / 480' (160'), Dmg d6, Ml 8
They cannot be tamed, but will serve Lawful characters (only) if captured when young and trained.
You won't get one unless your DM is of the Monty Haul persuasion...
Giant Owl: AC 6, HD 4, Mv 30' (10') / 180' (60'), Dmg 2d4
2,000 gp 
Giant Eagle: AC 7, HD 4, Mv 30' (10') / 480' (160'), Dmg 2d6
They can be tamed. 500-800 gp
These are pretty tough monsters if you can afford them. They won't try and eat you the first time you get a nose bleed.
Griffon: AC5, HD 7, Mv 120' (40') / 360' (120'), Dmg 2d8, Ml 8
If captured young, they can be tamed to become fierce, loyal mounts. Tamed griffons are still likely to attack horses, however, and must pass a morale check when within 120' of horses a griffon or attack immediately.
Fledgling 5,000
This is the only monster that includes rules for it freaking out. I think this is a good example of how to treat ALL the animals on the list. The need to make Morale Checks to see if they're run / attack / etc.
Young Brass Dragon: AC 2, HD 6 (12hp), Mv 120' (40') / 240' (80'), Dmg 4d4, Ml 8
6,000 gp
This is the luxury sports car of dungeon animal companions. It's 500gp a hit point, and the more hit points the older it is. You want a good dragon (less likely to eat you while you sleep) and young enough that it won't cast spells and such. AC is excellent. HD is good. Hit points are poor… but it can fly! And this model breaths sleep gas.

Anyway, that's all the animals I could find in B/X and AD&D that players could conceivably bring into a dungeon.  I will definitely be using the morale rule for any animal, particularly ones that mention they're likely to freak out and attack their owners… :)