What protein do all animals have in common?

The best example is probably histones. There is lots of variety within proteins though. if you look at a specific protein in 2 different species, even if the two proteins do the same job, they may be mostly different.

Some proteins will be found in most mammals, with high 'sequence identity' like those related to muscles (e.g. titin, actin and mysosin) or cell cytoskeleton (e.g. tubulin) but histones tend to be well conserved among all eukaryotes (all things with nuclei) from amoebas to blue whales or c. elegans to humans, with only one or two amino acids different.