Thanks to the internet:
Erwin and Maple (1976) describe two male rhesus monkeys who lived together for 19 months and engaged in "reciprocal mounting with anal penetration."
People have also observed other gay animals in the wild (monkeys, birds, various other animals).
If you watch ducks, they are pretty filthy - gang rape (male on female and male on male) is one of their favourite activities (I'm guessing that's a sin!), and they aren't very monogamous to say the least. Oh penguins too - March of the Penguins apparently isn't very accurate.
Oh and you'll be happy to know monkeys engage in oral sex (sinful) and use dildos / masturbate (sinful).
Also, another interesting argument I've heard, is that if god really did exist, and did intend homosexuality to be sin, why the hell did he design male humans in such a way that having stuff stuck up their arse is quite so pleasurable?
Another random interesting fact, I understand rates of anal sex are pretty similar amongst hetero and homosexual couples, so the whole gay = bum sex thing is a bit of a red herring maybe.
Joe