A great question, and the answer is yes. Here's a clear example:
http://www.youtube.com/watch?v=aAFQ5kUHPkY Monkeys cooperate to solve a problem, and one of them clearly shows a sense of social contract when he gives a reward to his partner, even though he could easily keep it for himself.
Studies have shown that animals definitely have an innate sense of fair play:
The above study has been replicated on a variety of animals.