Are humans the only mammals that are known to display homosexuality?
Although intuitively it would seem unlikely that there could be an evolutionary advantage to homosexuality (other than some theories regarding population control), homosexual behavior has been clearly observed in a variety of birds, monkeys and apes, lions, dolphins, lizards, insects, and plenty more.  

The case of the bonobo is particularly striking in that homosexuality and bisexuality are more common than heterosexuality.  According to this Wikipedia article:  


  Bonobos, which have a matriarchal society, unusual among apes, are a fully bisexual species—both males and females engage in heterosexual and homosexual behavior, being noted for female–female homosexuality in particular. Roughly 60% of all bonobo sexual activity occurs between two or more females. While the homosexual bonding system in bonobos represents the highest frequency of homosexuality known in any species, homosexuality has been reported for all great apes (a group which includes humans), as well as a number of other primate species.  


Although the complexity of sexuality likely points to the existence of multiple genes playing a role in sexual behavior and preference, at least one study$^1$ points to a single gene playing an important role in the sexual behavior, of female mice:  


  In this study, we generated mutant mice specifically lacking the FucM gene that encodes fucose mutarotase. The homo- and heterozygous mutant females exhibited deficits in sexual receptivity as demonstrated by a drop in lordosis score. Moreover, the mutants displayed masculine behaviors and preferences to female urine over male urine.  


1) Male-like sexual behavior of female mouse lacking fucose mutarotase, Dongkyu Park, Dongwook Choi, Junghoon Lee, Dae-sik Lim and Chankyu Park, BMC Genetics201011:62, DOI: 10.1186/1471-2156-11-62