During astral projection you can take the shape of an animal once you gain enough of a spiritual connection to it through meditation and observation. You can also experience what it is like to be a particular physical animal. When meditating outside, it's an awesome experience to look up and see a hawk in the sky, and connect to it, feeling like I'm hundreds of feet up in the air, soaring through the sky. But you need to be careful of what animal you choose and that it's personality (strength and weaknesses) coorespond well with your own. When bonding with an animal type, you take on some of their personality traits and for instance, if you're already very hot tempered, you would want a calmer animal to work with, not a bear. These aren't permanent effects, but it could cause you to have a really bad day or week at work!
You cannot physically shapeshift or become an animal, but there are many ways to incorporate animals into your life and magick in subtle ways.