Mice feel each others' pain.

Recent experiments by Langford et al provide further evidence that simple mammals show 'emotional contagion', a simple precursor to human empathy. Such behavior had previously been clearly documented in more advanced mammals such as chimpanzees, dolphins, and elephants. The experiments demonstrated that a pair of mice injected in view of each other with a chemical solution (acetic acid) that caused a 30-minute stomach ache suffered significantly more distress when they saw a familiar mouse suffering than when they saw the same kind of pain in a stranger. The observer also became more sensitive to other kinds of pain. Thus social manipulation of pain sensitizes the whole pain system.

Credit: Science Magazine and Mona Lisa Chanda
When two mice had their paws injected with different amounts of formalin, which would induce different levels of licking behavior, the high formalin mouse licked less and the low formalin animal licked more, indicating that their behavior was influenced by their neighbor's status bidirectionally. Emotional contagion is an automatic primitive kind of empathy (human babies cry on hearing other babies cry, regardless of cause), it does not require understanding what others are experiencing, and is distinct from altruism. So far there is no evidence for these more advanced behaviors in mice.