I remember seeing a show about an african grey named Alex who was part of an intelligence study. The researcher would ask him how many items were on a tray, and he got it right like 90% of the time. He could also tell her what color, what an object was (like a key, or a block) and if it was made of wood, metal, etc. He also asked, in the middle of a task, "I want to go back", meaning his cage. When the researcher said no, he said "I want to eat dinner." She said no, we're almost done, and he said"I'm sorry", almost like he felt bad for interrupting their session. Here's a web site with more information-
http://www.mecca.org/~rporter/PARROTS/grey_al.html.