It seems like every anime has one (well, its much more common in comedy and shoujo anime). Sometimes they exist only to pop up on screen ever third episode. A small, painfully adorable creature, the obligatory cute anime animal is usually some sort of mythical creature, so it can be even more kawaii than any actually existing animal. Failing that, it's often a cat.

Examples;
Kero-chan (Card Captor Sakura)
Jiji (Kiki's Delivery Service)
Chuchu (Shoujo Kakumei Utena)
Mokona (Magic Knights Rayearth)
Tama (Fushigi Yuugi)
That little black cat (Trigun)
Ryo-Ohki (Tenchi Muyo)
Pen-Pen (Evangelion)
The welsh corgi (Cowboy Bebop)
All those cats (Sailor Moon)
do I even need to mention Pokemon?

And that's just off the top of my head...
The propensity of anime include cute mascots is mocked (along with just about every other anime stereotype) in Otaku no Video, with the presence of Posi-king and Nega-king, two mascots based of King, the lion cub in Nadia: The Secret of Blue Water, another Gainax opus.

Hell, even Neon Genesis Evangelion had a cute mascot: Penpen.

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