I can't imagine anything which doesn't involve some external agent doing the deceiving or causing some kind of psychological harm to cause the animal to have incorrect expectations about future situations. But maybe I'm just not imaginative enough
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Or maybe this isn't that different to people. Is self-deception really totally an internal matter, or is it a result of past external influences which screw up our future perceptions?
As for the husband and wife memory changing example, without being able to communicate with an animal I can't see that you could ever distinguish their acceptance or forgetting of a past event from them actually changing their memory of it.
Perhaps we need to further break down the concept of self-deception into simpler ingredients before we can imagine what kind of analogous behaviour may be present in animals.