Superstitious behavior is behavior we erroneously associate with particular results.
Animals create superstitions just as we do. If, by accident, a particular stimulus and consequence occur a number of times temporarily close to one another, we tend to believe that the former caused the latter. More about this in @Roger Abrantes’ article ‘Warning – Are You Teaching Your Dog to be Superstitious’.
I would say we are doing it all the time. If I get up and open a door while my dog happens to be barking, he may believe there is a good chance, when he barks standing in that particular place, that I will go and open the door another time.
This is how our dogs learn to wind our keys!
Also, as with dogs scared of bangs because a firework or bird-scarer went off in a particular place when he happened to be walking down that street – he may now have a superstition that simply by walking down that street he will cause another scary firework to go off.
Here is the story of a dog that had made some sort of association with windows being opened. You could say he was superstitious and that something bad was going to happen as it had once before (but we never actually got to the bottom of what that was).