A growing body of evidence suggests that a wide range of animals can recognize and respond appropriately to calls produced by other species. Social learning has been implicated as a possible mechanism by which heterospecific call recognition might develop. To examine whether familiarity and/or shared vulnerability with the calling species might influence the ability of sympatric species to distinguish heterospecific alarm calls, we tested whether four ungulate species (impala: Aepyceros melampus; tsessebe: Damaliscus lunatus; zebra: Equus burchelli; wildebeest: Connochaetes taurinus) could distinguish baboon (Papio hamadryas ursinus) alarm calls from other loud baboon calls produced during intra-specific aggressive interactions ('contest' calls). Overall, subjects' responses were stronger following playback of alarm calls than contest calls. Of the species tested, impala showed the strongest responses and the greatest difference in composite response scores, suggesting they were best able to differentiate call types. Compared with the other ungulate species, impala are the most frequent associates of baboons. Moreover, like baboons, they are susceptible to both lion and leopard attacks, whereas leopards rarely take the larger ungulates. Although it seems possible that high rates of association and/or shared vulnerability may influence impala's greater ability to distinguish among baboon call types, our results point to a stronger influence of familiarity. Ours is the first study to compare such abilities among several community members with variable natural histories, and we discuss future experiments that would more systematically examine development of these skills in young ungulates.