The pinna, also known as the external ear, is a part of the auditory system that is responsible for capturing sound waves and directing them into the ear canal. It is present in mammals, which includes animals such as dogs, cats, humans, and other warm-blooded animals.

Option 1: Amphibians do not have pinnae. They have a different structure called the tympanum which serves a similar purpose to capture sound.

Option 2: Fish do not have pinnae. They have a different sensory organ called the otolith which helps them detect vibrations in the water.

Option 4: Reptiles, such as snakes and lizards, also do not have pinnae. They have a different structure called the tympanum, which is similar to that of amphibians.

Therefore, option 3, mammals, is the correct answer as they are the only group of animals that have pinnae.