Do female animals have hymens

Do they have the protective skin like female humans do?

"Due to similar reproductive system development, many mammals, including chimpanzees, elephants, manatees,slugs, whales, and horses, retain hymens"

So some, but not all.

perhaps primates have hymen as they have periodic menstrual cycle
but non primates have not it as they don't have periodic mens

they often have thicker skin than humans
expecially on their backs. That why horses can handle a saddle on their backs for so long.