Did a job in the South Atlantic a few years back where we had to lift 38 Chilean fishermen from liferafts after they had abandoned their burning long-liner. As first cab on scene, we cleared the first 2 dinghies of 22 pax, then the winchman brought up 2 dogs, one at a time, in physical-grip lifts. When I asked him later why he decided to rescue the dogs, he pointed out that the fishermen a) asked him to, and b) were all carrying their extremely sharp filleting knives.......
In terms of the legality of it, the captain was quite happy so long as we were, which was good enough for us. We routinely carry dogs on SAR helicopters anyway, albeit trained SARDA dogs. When we got back to Stanley, the locals took one look at the dogs and stated that they needed to be euthanised as it was illegal to import them. VERY strong protests from the SAR crew, and a promise to keep them safely in the airport terminal until repatriation, sorted that one out.