Most migrating animals have a good sense of direction; elephants, caribou, etc.

Bees and wasps also have a good sense of direction, though they are not particularly funny.

Ants find their way back home, but I don't know if it is because they have a good sense of direction or only because they leave scent markers. If the scent markers are removed, can they still find their way back home?

Some people have fabulous sense of direction. My uncle could get plopped in the middle of the forest and he'd find his way back. It always amazed me that he'd just walk into the woods, in the wilds of the northern Laurentians, and eight or nine hours later, he'd come back out around the same place.

I know other people, on the other hand, who get lost if they turn two corners on a street.