i do believe that dogs grieve over their owners. this is a true story.
my grandfather was not really a pet type person. he didn't hate dogs or cats, he just never really got close with them. well my grandmother had a poodle named Renee she got from my father and she had a litter kind of late in life and the runt out the litter was a mutt that we named Buster. kind of a Benji looking kind of dog. well for some reason, Buster took a liking to my grandfather and Buster would follow my grandfather to hell and back. he became his shadow pretty much and would lay by the door when he went inside and wait for him. he would never move. well the longer it went on, the more attached my grandfather became of Buster.
well in the early 70's when my grandfather got sick with cancer, Buster would mope around and looking back now, i think he was depressed and knew my grandfather was dying. well right after my grandfather passed away, my grandmother asked my father to take Buster down to the farm with us as he loved being out there with my grandfather. well to make a long story short, Buster just wouldn't eat and would barely even move around. he pretty much just layed next to the back door an didn't move. well about a week of him being there, we left to go to town one evening to eat dinner, and when we returned, Buster was no where to be found. we have never seen him since.
so yes, i do believe that dogs and animals do grieve for their owners.