I think the reaction depends as much on the type of animal (and its age) as to the color and power of the laser dot. I have 5 cats, 4 indoor and a semi-feral outdoor cat (long story on that one, basically a female cat that had kittens under my tool shed and I adopted 2 of her litter, gave the other two away, and had her spayed but she's too wild to bring indoors so she lives under the shed) and two dogs + a tank full of dermestid beetles (they aren't pets but work to clean meat off of skulls and bones - do a web search on "dermestid beetle taxidermy" and you can read all about them).
The one dog (an Anatolian Shepherd, who reacts to very little stimulus to begin with) just ignores any color of laser for the most part, my other dog (a Lab/Great dane mix) was scared silly the first time I shined a 100mw laser up on the roof one night, but now he pays my lasers pretty much no attention.
All but one of my indoor cats go nuts over the 405 (supposedly both cat and dog vision is shifted/centered more towards the blue-violet end of the spectrum rather than green as it is with us so that makes sense that lots of cats go nuts for 405 and aren't crazy about reds), like the greens and will play with reds. The one cat that doesn't is going on 13 years old, so he sees the beam and dot, but he's just an old kitty who'd rather spend his time sleeping and eating.
My beetles HATE 405nm light, even a de-focused beam (I don't want to burn my tiny workers to a crisp), but then again they hate bright light of any kind so that's not surprising.
As for wild animals, I shined a 100mw greenie near the feet of a squirrel once and it didn't react, so perhaps green isn't a highly visible color to rodents. I shined a red at a rabbit and it moved away, didn't try any other colors - I was just glad I ran it out of my yard so it would leave my flowers alone. Crows will take off at the sight of a greenie or 405 dot, but supposedly birds have better color vision (see more colors) than we do, including UV, so you could probably scare off any bird with any color of laser.