What medical and commercial proteins are made using genetically modified animals?
ATryn is a human antithrombin produced in the milk of transgenic goats by GTC Biotherapeutics. It has FDA approval and I believe that it is available for prescription in the USA.

Added later, after the emphasis of the question changed somewhat.

Proteins produced in a mammalian system are more likely to have post-translational modifications that are much closer to those found on the human protein. Antithrombin, for example, has four disulphide bonds and four glycosylation sites. Although it is reasonable to assume that the disulphide bonds would be correctly formed in a eukaryotic microorganism, the same isn't true of the glycosylation: microbial glycans differ from mammalian glycans, and these differences could affect the stability of the protein in the mammalian bloodstream, or the response of the mammalian immune system to the protein. Mammalian cells in culture could be used but are, of course, quite fastidious. So the holy grail of recombinant protein production has always been to get the protein secreted into an animal's milk, allowing the use of very cheap feedstocks and the easy harvest of the protein over a period of years, notwithstanding @shigeta's remarks.