Octopuses can be as smart as dogs, and are the most intelligent of the cephalopods. There have been numerous stories of captive octopuses leaving their tanks to grab a snack in a nearby tank, then going back home. I have heard stories of pet octopuses recognizing their owners, playing with toys, and solving puzzles.
Here's an octopus opening a screw-top bottle.
And here's an octopus forcing itself through a tiny hole, because it has no bones.
And now one of the coolest videos of an octopus changing its appearance that you'll see all day.