I was reading through a Popular Science Magazine and I came across this article at the very end of the magazine that I found interesting. The title of the article says it's about dog listening, but really the experiment, done by Daniel Povinelli, was done on a dog's ability to read human body language and gestures, not on verbal language. It describes an experiment where the researchers presented two buckets to a dog, a chimp, and a wolf. (I'm not sure how big their sample size was of each species.) Under one bucket was food, and under the other bucket was nothing and both buckets were masked with a smell. A human was present in the room and allowed to give non-verbal signals to the animal. The dog was the best at judging even the slightest movement from the human to find the food. The chimp and wolf did not do nearly as well as the dog. PopSci Article on Dogs The second part of the article asked which dog breed would be best at reading a human, the border collie was at the top of the expert's lists. Border Collies have worked closely with humans as partners for a long time and have evolved to watch and listen for the cues that it needs to do it's job, and it loves it's job.
I don't think that most of us need to research to tell us that our dogs are paying attention to what we do. All you have to do is walk towards the place the dog's leash is kept in a way that says, "We are going for a walk." and the dog will know, without a word from you, that you are going for a walk together. They don't have a tv to watch, so they have become experts at watching us. Amazing.