Apparently, there's a snake mentioned in Harry Potter and the Philosopher's Stone that's able to do this–
The snake suddenly opened its beady eyes. Slowly, very slowly, it raised its head until its eyes were on a level with Harry's.
Harry stared. Then he looked quickly around to see if anyone was watching. They weren't. He looked back at the snake and winked, too.
What the heck? How is this possible? According to the Anatomy of Boa Constrictors (emphasis mine):
Eyes and Ears
Boa constrictors have eyes with straight, vertical pupils that can take in a lot of light to help the animal hunt at night. They do not have eyelids, but instead rely on an ocular scale that covers the eye to protect it from dirt, dust and other debris. Like all snakes, boas do not have external ears, but use a weak set of internal ears to sense nearby vibrations.
Reinforced in the book Boas and Pythons to the World; they simply do not have eyelids!
By the time we reach the pythons and boas we have seen an array of scale ... and granular in Boa Constrictors, large and distinctly imbricate (overlapping) in the ... Although lacking eyelids, snakes possess transparent eye coverings known as 'brilles' ...
And yes, this snake is a boa constrictor.
The snake jabbed its tail at a little sign next to the glass. Harry peered at it.
Boa Constrictor, Brazil
So how did this boa constrictor defy biological logic and wink at Harry?
If it's simply a matter of Muggles not recognising a magical creature and placing it in a zoo, is it confirmed by J.K. Rowling? Or as Mithrandir points out, a case of JK Rowling bad science?