In Welsh mythology, specifically a story from the Mabinogion, there is Gilvaethwy and his cousin Gwydion. The short story is that they ticked off Math (one of the Welsh Gods) and thus were turned into a hind and stag for a year, then a boar and a sow, then a pair of wolves. Living as each animal for a year and returning to Math with thier offspring.
Never tick off a god... not only will they change you into animals, but they will change your gender and place you in incestuous relationships too!